ESTIMATION OF CHANGE-POINTS IN LINEAR AND NONLINEAR TIME SERIES MODELS

DOI10.1017/S0266466614000863zbMath1442.62749MaRDI QIDQ2801992

Shiqing Ling

Publication date: 22 April 2016

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

Related Items

Location and scale-based CUSUM test with application to autoregressive models, BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES, Change point estimation in regression model with response missing at random, The asymptotic behaviour of the residual sum of squares in models with multiple break points, Optimal change-point estimation in time series, Quasi-likelihood estimation of structure-changed threshold double autoregressive models

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