Joint estimation of gradual variance changepoint for panel data with common structures

DOI10.1002/STA4.359MaRDI QIDQ6541770zbMATH OpenFDO

Authors Wanfeng Liang, Yun-Fei Guo, Yue Wu

Publication date 21 May 2024

Published in Stat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/STA4.359

zbMATH Keywords

changepoint consistencycommon structuresgradual variance changepointpanel data

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Change-point detection in panel data
• Change-point detection in panel data via double CUSUM statistic
• Common breaks in means and variances for panel data
• Detecting simultaneous change points in multiple sequences
• Detection of structural breaks in linear dynamic panel data models
• Estimation in multi-path change-point problems
• High-dimensional change-point detection under sparse alternatives
• scientific article; zbMATH DE number 1450225 (Why is no real title available?)
• Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
• Rank tests for changepoint problems
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
• Testing change in volatility using panel data
• The least squares estimation of gradual change point in variances of panel data
• Uniform change point tests in high dimension
• Variance change point detection under a smoothly-changing mean trend with application to liver procurement
• Variance change-point detection in panel data models

Cited in

(1)

• Change point analysis of functional variance function with stationary error

This page was built for publication: Joint estimation of gradual variance changepoint for panel data with common structures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6541770)