40 citations · 80 across the 4 of their papers we have counts for
4 papers
Analysis of gradual changes in nonparametric regression based on a new optimization method in the non-unique case
Marie Hušková, Natalie Neumeyer, Leonie Selk
Consider a nonparametric regression model with one-dimensional covariates and a continuous regression function. Assume that the regression function from the left of the covariate s…
Estimation of the time of change in panel data
Lajos Horváth, Marie Hušková, Gregory Rice +1
We consider the problem of estimating the common time of a change in the mean parameters of panel data when dependence is allowed between the panels in the form of a common factor.…
Testing for changes in polynomial regression
Alexander Aue, Lajos Horváth, Marie Hušková +1
We consider a nonlinear polynomial regression model in which we wish to test the null hypothesis of structural stability in the regression parameters against the alternative of a b…
Ratio tests for change point detection
Lajos Horváth, Zsuzsanna Horváth, Marie Hušková
We propose new tests to detect a change in the mean of a time series. Like many existing tests, the new ones are based on the CUSUM process. Existing CUSUM tests require an estimat…