Geodesic
Change-point estimator in gradually changing sequences
Commentationes Mathematicae Universitatis Carolinae, Tome 39 (1998) no. 3, pp. 551-561.

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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.
Classification : 60F17, 62E20, 62G20
Keywords: gradual type of change; polynomial regression; estimator; limit distribution 
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     author = {Jaru\v{s}kov\'a, Daniela},
     title = {Change-point estimator in gradually changing sequences},
     journal = {Commentationes Mathematicae Universitatis Carolinae},
     pages = {551--561},
     publisher = {mathdoc},
     volume = {39},
     number = {3},
     year = {1998},
     mrnumber = {1666790},
     zbl = {0962.62019},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CMUC_1998__39_3_a10/}
}
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Jarušková, Daniela. Change-point estimator in gradually changing sequences. Commentationes Mathematicae Universitatis Carolinae, Tome 39 (1998) no. 3, pp. 551-561. http://geodesic.mathdoc.fr/item/CMUC_1998__39_3_a10/