Pages that link to "Item:Q1754516"

The following pages link to New distribution theory for the estimation of structural break point in mean (Q1754516):

Displaying 12 items.

• Continuous record Laplace-based inference about the break date in structural change models (Q2043251) (← links)
• Point optimal testing with roots that are functionally local to unity (Q2224880) (← links)
• Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
• Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
• GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS (Q5065458) (← links)
• UNIT ROOT TEST WITH HIGH-FREQUENCY DATA (Q5065460) (← links)
• BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES (Q5104480) (← links)
• Common Breaks in Means for Cross‐Correlated Fixed‐<i>T</i> Panel Data (Q5382478) (← links)
• In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)
• In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time (Q6140373) (← links)
• Estimation of a Structural Break Point in Linear Regression Models (Q6150351) (← links)
• ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)