Nonparametric point estimators for the change-point problem |
| |
| Authors: | Stephen M. scariano Terry A. watkins |
| |
| Affiliation: | 1. Dept. of Mathamatical Science , Loyala University , New Orieans, 70118, LA;2. Dept. of Mathamatic , University of New Orieans , New Orieans, 70148, LA |
| |
| Abstract: | Three nonparametric methods for estimating a change-point, and the mean function Pefore and after the change has occurred are developed for a restricted class of processes. The estimators which are developed are intuitive, and their asymptotic behavior is studied, Konte Cario cornparisoris are undertaKen for smali and moderate samples. |
| |
| Keywords: | least-squares estimation slope estimation process control |
|
|
