Recently Hu\v{s}ková (1998) has studied the least squares estimator of a change-point in gradually changing sequence supposing that the sequence increases (or decreases) linearly after the change-point. The present paper shows that the limit behavior of the change-point estimator for more complicated gradual changes is similar. The limit variance of the estimator can be easily calculated from the covariance function of a limit process.
@article{119032,
author = {Daniela Jaru\v skov\'a},
title = {Change-point estimator in gradually changing sequences},
journal = {Commentationes Mathematicae Universitatis Carolinae},
volume = {39},
year = {1998},
pages = {551-561},
zbl = {0962.62019},
mrnumber = {1666790},
language = {en},
url = {http://dml.mathdoc.fr/item/119032}
}
Jarušková, Daniela. Change-point estimator in gradually changing sequences. Commentationes Mathematicae Universitatis Carolinae, Tome 39 (1998) pp. 551-561. http://gdmltest.u-ga.fr/item/119032/
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