Displaying similar documents to “Change-point estimator in gradually changing sequences”

Change-point estimator in continuous quadratic regression

Daniela Jarušková (2001)

Commentationes Mathematicae Universitatis Carolinae

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The paper deals with the asymptotic distribution of the least squares estimator of a change point in a regression model where the regression function has two phases --- the first linear and the second quadratic. In the case when the linear coefficient after change is non-zero the limit distribution of the change point estimator is normal whereas it is non-normal if the linear coefficient is zero.

Some adaptive estimators for slope parameter

Tran Quoc Viet (1993)

Commentationes Mathematicae Universitatis Carolinae

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An adaptive estimator (of a slope parameter) based on rank statistics is constructed and its asymptotic optimality is studied. A complete orthonormal system is incorporated in the adaptive determination of the score generating function. The proposed sequential procedure is based on a suitable stopping rule. Various properties of the sequential adaptive procedure and the stopping rule are studied. Asymptotic linearity results of linear rank statistics are also studied and some rates of...