# Change-point estimator in gradually changing sequences

Commentationes Mathematicae Universitatis Carolinae (1998)

- Volume: 39, Issue: 3, page 551-561
- ISSN: 0010-2628

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topJarušková, Daniela. "Change-point estimator in gradually changing sequences." Commentationes Mathematicae Universitatis Carolinae 39.3 (1998): 551-561. <http://eudml.org/doc/248232>.

@article{Jarušková1998,

abstract = {Recently Hušková (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.},

author = {Jarušková, Daniela},

journal = {Commentationes Mathematicae Universitatis Carolinae},

keywords = {gradual type of change; polynomial regression; estimator; limit distribution; change-point problem; gradual change; polynomial regression},

language = {eng},

number = {3},

pages = {551-561},

publisher = {Charles University in Prague, Faculty of Mathematics and Physics},

title = {Change-point estimator in gradually changing sequences},

url = {http://eudml.org/doc/248232},

volume = {39},

year = {1998},

}

TY - JOUR

AU - Jarušková, Daniela

TI - Change-point estimator in gradually changing sequences

JO - Commentationes Mathematicae Universitatis Carolinae

PY - 1998

PB - Charles University in Prague, Faculty of Mathematics and Physics

VL - 39

IS - 3

SP - 551

EP - 561

AB - Recently Hušková (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.

LA - eng

KW - gradual type of change; polynomial regression; estimator; limit distribution; change-point problem; gradual change; polynomial regression

UR - http://eudml.org/doc/248232

ER -

## References

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