scientific article; zbMATH DE number 3980231

MaRDI QIDQ3745052zbMATH OpenFDO

Authors Doyle L. Hawkins

Publication date 1986

zbMATH Keywords

consistencyasymptotic distributionleast squares methodmeanchange-point problemweak convergenceBrownian bridge distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of parametric tests (62F05)

Recommendations

• Estimation of a change in linear models
• Nonparametric estimation in change-point models
• Limit theorems for change in linear regression
• Weighted Least Squares Estimators for a Change-Point
• Change-point estimator in gradually changing sequences

Cited in

(10)

• Inference for mean change-point in infinite variance \(AR(p)\) process
• Detecting shifts in functions of multivariate location and covariance parameters
• Least-squares estimation of an unknown number of shifts in a time series
• Weighted Least Squares Estimators for a Change-Point
• Factor-driven two-regime regression
• Inference regarding multiple structural changes in linear models with endogenous regressors
• An explicit expression for the distribution of the supremum of brownian motion with a change point
• Nonparametric estimation in change-point models
• Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
• LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES

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