Abstract:Recently Hu\v {s}kov\'a (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.
Keywords: gradual type of change, polynomial regression, estimator, limit distribution
AMS Subject Classification: 62G20, 62E20, 60F17