Bootstrap standard error estimates in a switching regression model with unknown switch point (Q5283874): Difference between revisions

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+ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS
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+Some asymptotic theory for the bootstrap
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+Bootstrap methods: another look at the jackknife
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+Q3959963
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+Bootstrapping regression models
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+Present Position and Potential Developments: Some Personal Views: Time- Series Econometrics
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+Inference about the intersection in two-phase regression
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+Inference about the change-point in a sequence of random variables
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+Conditional bootstrap methods in the mean-shift model
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+The likelihood ratio test for a change-point in simple linear regression
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+Testing and estimating change-points in time series
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