Detection & estimation of gradual change-point in time series

Tests of CP detection of Quessy (2019, Stat P)

• GradualCP_TestsIID
• GradualCP_TestsSerial

Estimation of the power

• GradualCP_Power_Copula
• GradualCP_Power_Univ
  

Change-point estimators

• GradualCP_CPEstimators

Performance of change-point estimators

• For copula-based time series
  • GradualCP_BiasMSE_Copula
• For univariate time series
  • GradualCP_BiasMSE_Univ