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Estimators in the location model with gradual changes. (English) Zbl 0953.62020
Summary: A number of papers has been published on the estimation problem in location models with abrupt changes. In the present paper we focus on estimators in location models with gradual changes. Estimators of the parameters are proposed and studied. It appears that the limit behavior (both the rate of consistency and limit distribution) of the estimators of the change point in location models with abrupt changes and gradual changes differ substantially.

MSC:
62F12 Asymptotic properties of parametric estimators
62F10 Point estimation
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