Nonparametric Estimator for the Time of a Step Change in the Trend of Random Walk Models with Drift

Victor Tercero-Gomez, María del Carmen Temblador-Pérez, Mario Beruvides, Alberto Hernández-Luna. Nonparametric Estimator for the Time of a Step Change in the Trend of Random Walk Models with Drift. Quality and Reliability Eng. Int., 29(1):43-51, 2013. [doi]

Abstract

Abstract is missing.