A note on estimating the change-point of a gradually changing stochastic process
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- Maik Döring & Uwe Jensen, 2015. "Smooth change point estimation in regression models with random design," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(3), pages 595-619, June.
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KeywordsGradual change Change-point Location model Weak invariance principle Wiener process Limiting distribution Asymptotics;
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