Estimation of Cusp Location of Stochastic Processes: a Survey

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Dachian, S.; Kordzakhia, N.; Kutoyants, Yu. A.; Novikov, A.;
  • Subject: Mathematics - Statistics Theory | 62M02, 62G10, 62G20

We present a review of some recent results on estimation of location parameter for several models of observations with cusp-type singularity at the change point. We suppose that the cusp-type models fit better to the real phenomena described usually by change point mode... View more
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