A Note on Estimators of Gradual Changes

A Note on Estimators of Gradual Changes

In the present paper we focus on the estimators in location models with gradual changes described by power α that can be known or unknown. Least squares type estimators of the parameters are studied. It appears that the limit behavior (both the rate of consistency and limit distribution) of the esti...

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Veröffentlicht in:Lecture notes-monograph series 2001-01, Vol.36, p.345-358
1. Verfasser: Hušková, M.
Format: Artikel
Sprache:eng
Schlagworte:
Estimators
Inference
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Zusammenfassung:In the present paper we focus on the estimators in location models with gradual changes described by power α that can be known or unknown. Least squares type estimators of the parameters are 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 depends on the type of gradual changes.
ISSN:0749-2170