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  • Search: subject:"Change-Point Estimator"
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Year of publication
Subject
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Change-point estimator 2 AR(1)-process 1 Asymptotic normality 1 Bessel Process 1 Brownian Motion 1 CUSUM procedure 1 Change point estimator 1 Change point test 1 Change-Point Estimator 1 Consistency 1 Convergence rate 1 Dimension reduction 1 Epidemic change 1 Functional data 1 Gradual change 1 Multiple Structural Changes 1 Power analysis 1 ladder epoches and ladder heights 1 quasi-stationary bias 1 random walk theory 1 strong renewal theorem 1
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Undetermined 3 Free 1
Type of publication
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Article 4
Type of publication (narrower categories)
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Article 1
Language
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Undetermined 3 English 1
Author
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Aston, John A.D. 1 Chong, Terence 1 Hušková, Marie 1 Kirch, Claudia 1 Prášková, Zuzana 1 Steinebach, Josef G. 1 Wu, Yanhong 1
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Published in...
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Annals of the Institute of Statistical Mathematics 1 Journal of Multivariate Analysis 1 Metrika 1 Statistical Papers / Springer 1
Source
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RePEc 3 EconStor 1
Showing 1 - 4 of 4
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Estimating a gradual parameter change in an AR(1)-process
Hušková, Marie; Prášková, Zuzana; Steinebach, Josef G. - In: Metrika 85 (2021) 7, pp. 771-808
Persistent link: https://www.econbiz.de/10014497477
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Detecting and estimating changes in dependent functional data
Aston, John A.D.; Kirch, Claudia - In: Journal of Multivariate Analysis 109 (2012) C, pp. 204-220
Change point detection in sequences of functional data is examined where the functional observations are dependent. Of particular interest is the case where the change point is an epidemic change (a change occurs and then the observations return to baseline at a later time). The theoretical...
Persistent link: https://www.econbiz.de/10010572303
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Bias of estimator of change point detected by a CUSUM procedure
Wu, Yanhong - In: Annals of the Institute of Statistical Mathematics 56 (2004) 1, pp. 127-142
Persistent link: https://www.econbiz.de/10005395771
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Estimating the locations and number of change points by the sample-splitting method
Chong, Terence - In: Statistical Papers 42 (2001) 1, pp. 53-79
Persistent link: https://www.econbiz.de/10005615792
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