Rate of Convergence of a Change Point Estimator in a Misspecified Regression Model

DOI10.1007/978-3-319-13881-7_6zbMath1349.62057OpenAlexW25633129MaRDI QIDQ2833357

Maik Döring

Publication date: 18 November 2016

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-13881-7_6

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10)

Related Items

Estimating a gradual parameter change in an AR(1)-process

Cites Work

• Asymptotic theory of least squares estimator in a nonregular nonlinear regression model
• Change-points in nonparametric regression analysis
• On asymptotic distribution theory in segmented regression problems - identified case
• Gradual changes versus abrupt changes.
• Introduction to empirical processes and semiparametric inference
• Nonparametric estimation of a discontinuity in regression
• Asymptotic Statistics
• A note on estimators of gradual changes
• Inference in Two-Phase Regression
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