A note on estimating the change-point of a gradually changing stochastic process (Q1612988)
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scientific article; zbMATH DE number 1796677
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on estimating the change-point of a gradually changing stochastic process |
scientific article; zbMATH DE number 1796677 |
Statements
A note on estimating the change-point of a gradually changing stochastic process (English)
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5 September 2002
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Gradual change
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Change-point
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Location model
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Weak invariance principle
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Wiener process
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Limiting distribution
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Asymptotics
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