Add to ORKGsummary:Recently Hu\v{s}ková (1998) has studied the least squares estimator of a change-point in gradually changing sequence supposing that the sequence increases (or decreases) linearly after the change-point. The present paper shows that the limit behavior of the change-point estimator for more complicated gradual changes is similar. The limit variance of the estimator can be easily calculated from the covariance function of a limit process
We consider some tests to detect a change-point in a multiple linear regression model. The tests are...
AbstractIn this paper the problem of slope-change point in linear regression model is discussed with...
AbstractLet {Yk,k∈Z} be a d-dimensional stationary process, and g(d)=(g1(Y1,…Yn),…,gd(Y1,…Yn))t be a...
summary:Recently Hu\v{s}ková (1998) has studied the least squares estimator of a change-point in gra...
summary:Recently Hu\v{s}ková (1998) has studied the least squares estimator of a change-point in gra...
summary:A number of papers has been published on the estimation problem in location models with abru...
summary:A number of papers has been published on the estimation problem in location models with abru...
summary:The paper deals with the asymptotic distribution of the least squares estimator of a change ...
summary:The paper deals with the asymptotic distribution of the least squares estimator of a change ...
summary:The purpose of the paper is to investigate weak asymptotic behaviour of rank statistics prop...
summary:The purpose of the paper is to investigate weak asymptotic behaviour of rank statistics prop...
Change-point models are widely used by statisticians to model drastic changes in the pattern of obse...
Change-point models are widely used by statisticians to model drastic changes in the pattern of obse...
Change-point analysis is devoted to the detection and estimation of the time of structural changes w...
summary:We introduce and study the behavior of estimators of changes in the mean value of a sequence...
We consider some tests to detect a change-point in a multiple linear regression model. The tests are...
AbstractIn this paper the problem of slope-change point in linear regression model is discussed with...
AbstractLet {Yk,k∈Z} be a d-dimensional stationary process, and g(d)=(g1(Y1,…Yn),…,gd(Y1,…Yn))t be a...
summary:Recently Hu\v{s}ková (1998) has studied the least squares estimator of a change-point in gra...
summary:Recently Hu\v{s}ková (1998) has studied the least squares estimator of a change-point in gra...
summary:A number of papers has been published on the estimation problem in location models with abru...
summary:A number of papers has been published on the estimation problem in location models with abru...
summary:The paper deals with the asymptotic distribution of the least squares estimator of a change ...
summary:The paper deals with the asymptotic distribution of the least squares estimator of a change ...
summary:The purpose of the paper is to investigate weak asymptotic behaviour of rank statistics prop...
summary:The purpose of the paper is to investigate weak asymptotic behaviour of rank statistics prop...
Change-point models are widely used by statisticians to model drastic changes in the pattern of obse...
Change-point models are widely used by statisticians to model drastic changes in the pattern of obse...
Change-point analysis is devoted to the detection and estimation of the time of structural changes w...
summary:We introduce and study the behavior of estimators of changes in the mean value of a sequence...
We consider some tests to detect a change-point in a multiple linear regression model. The tests are...
AbstractIn this paper the problem of slope-change point in linear regression model is discussed with...
AbstractLet {Yk,k∈Z} be a d-dimensional stationary process, and g(d)=(g1(Y1,…Yn),…,gd(Y1,…Yn))t be a...