Estimators in the location model with gradual changes
Commentationes Mathematicae Universitatis Carolinae (1998)
- Volume: 39, Issue: 1, page 147-157
- ISSN: 0010-2628
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topHušková, Marie. "Estimators in the location model with gradual changes." Commentationes Mathematicae Universitatis Carolinae 39.1 (1998): 147-157. <http://eudml.org/doc/248249>.
@article{Hušková1998,
abstract = {A number of papers has been published on the estimation problem in location models with abrupt changes (e.g., Cs" orgő and Horváth (1996)). In the present paper we focus on estimators in location models with gradual changes. Estimators of the parameters are proposed and studied. It appears that the limit behavior (both the rate of consistency and limit distribution) of the estimators of the change point in location models with abrupt changes and gradual changes differ substantially.},
author = {Hušková, Marie},
journal = {Commentationes Mathematicae Universitatis Carolinae},
keywords = {gradual changes in location model; estimators; confidence regions; gradual changes in location models; confidence regions},
language = {eng},
number = {1},
pages = {147-157},
publisher = {Charles University in Prague, Faculty of Mathematics and Physics},
title = {Estimators in the location model with gradual changes},
url = {http://eudml.org/doc/248249},
volume = {39},
year = {1998},
}
TY - JOUR
AU - Hušková, Marie
TI - Estimators in the location model with gradual changes
JO - Commentationes Mathematicae Universitatis Carolinae
PY - 1998
PB - Charles University in Prague, Faculty of Mathematics and Physics
VL - 39
IS - 1
SP - 147
EP - 157
AB - A number of papers has been published on the estimation problem in location models with abrupt changes (e.g., Cs" orgő and Horváth (1996)). In the present paper we focus on estimators in location models with gradual changes. Estimators of the parameters are proposed and studied. It appears that the limit behavior (both the rate of consistency and limit distribution) of the estimators of the change point in location models with abrupt changes and gradual changes differ substantially.
LA - eng
KW - gradual changes in location model; estimators; confidence regions; gradual changes in location models; confidence regions
UR - http://eudml.org/doc/248249
ER -
References
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