Estimators for the Time of Change in Linear Models

DOI10.1080/02331889708802578zbMath0900.62004OpenAlexW2023568358MaRDI QIDQ4344164

Monika Serbinowska, Marie Hušková, Lajos Horváth

Publication date: 14 December 1997

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889708802578

zbMATH Keywords

Wiener processchange-pointlikelihood method

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Applications of asymptotic inference in segmented line regression, Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models, Estimating change points in nonparametric time series regression models, Estimating nonlinear regression with and without change-points by the LAD method, Estimation in a change-point hazard regression model, Extensions of some classical methods in change point analysis, Detecting change in a hazard regression model with right-censoring, Estimating a change point in the long memory parameter, Bayesian Estimation of the Number of Change Points in Simple Linear Regression Models, Limit theorems for kernel-type estimators for the time of change, Estimation of multiple-regime regressions with least absolutes deviation, Rank based estimators of the change-point, The likelihood ratio method for testing changes in the parameters of double exponential observations

Cites Work

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