Testing appearance of polynomial trend

DOI10.1023/A:1009951807623zbMath0938.62096OpenAlexW2175529211MaRDI QIDQ1979088

Daniela Jarušková

Publication date: 24 May 2000

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009951807623

zbMATH Keywords

change-point problemchi-square processpolynomial trendcritical values approximation

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Diagnostics, and linear inference and regression (62J20)

Related Items (5)

On extremes and streams of upcrossing. ⋮ Estimating a gradual parameter change in an AR(1)-process ⋮ Extensions of some classical methods in change point analysis ⋮ Testing for changes in polynomial regression ⋮ Extreme value theory for stochastic integrals of Legendre polynomials

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