Testing for changes in polynomial regression

DOI10.3150/08-BEJ122zbMath1155.62027arXiv0810.4012OpenAlexW2013498625MaRDI QIDQ1002544

Marie Hušková, Lajos Horváth, Alexander Aue, Piotr S. Kokoszka

Publication date: 2 March 2009

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0810.4012

zbMATH Keywords

Gaussian processespolynomial regressionlinear regressionLegendre polynomialschange-point analysisextreme value asymptotics

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)

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Detecting at‐Most‐m Changes in Linear Regression Models, Heteroscedasticity and Autocorrelation Robust Structural Change Detection, Spurious regression, Asymptotics of Sums of Residuals of One-Parameter Linear Regression on Order Statistics, Time series regression with persistent level shifts, Threshold estimation for continuous three‐phase polynomial regression models with constant mean in the middle regime, Inference for modulated stationary processes, Truncating estimation for the change in stochastic trend with heavy-tailed innovations, Generalized linear-quadratic model with a change point due to a covariate threshold, Segmenting mean-nonstationary time series via trending regressions, Extensions of some classical methods in change point analysis, Extreme value theory for stochastic integrals of Legendre polynomials, Sequential Monitoring for Changes in Models with a Polynomial Trend, Monitoring parameter changes in models with a trend, Asymptotics of an empirical bridge of regression on induced order statistics, Asymptotic behaviour of a test statistic for detection of change in mean of vectors, Structural breaks in time series, Discontinuities in robust nonparametric regression with α-mixing dependence

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