scientific article; zbMATH DE number 1034049
From MaRDI portal
Publication:4344418
zbMath1003.62524MaRDI QIDQ4344418
Jian Liu, Shiying Wu, James V. Zidek
Publication date: 15 January 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
rate of convergenceconsistencyasymptotic normalitylocal exponential boundednesssegmented multivariate regression
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Linear inference, regression (62J99)
Related Items (41)
Selection of the break in the Perron-type tests ⋮ 50 years of capital mobility in the eurozone: breaking the Feldstein-Horioka puzzle ⋮ Estimating restricted structural change models ⋮ Confidence estimation via the parametric bootstrap in logistic joinpoint regression ⋮ Structural Break Inference Using Information Criteria in Models Estimated by Two‐Stage Least Squares ⋮ Composite change point estimation for bent line quantile regression ⋮ Applications of asymptotic inference in segmented line regression ⋮ Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features ⋮ Bayesian multiple structural change-points estimation in time series models with genetic algorithm ⋮ On spline regression under Gaussian subordination with long memory ⋮ Mixtures of regressions with changepoints ⋮ Threshold estimation for continuous three‐phase polynomial regression models with constant mean in the middle regime ⋮ Data-driven choice of a model selection method in joinpoint regression ⋮ Consistent model selection in segmented line regression ⋮ International mobility of capital in the United States: robust evidence from time-series tests ⋮ ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH ⋮ Semiparametric single index multi change points model with an application of environmental health study on mortality and temperature ⋮ Information criteria for nonlinear time series models ⋮ Estimating networks with jumps ⋮ Strong rules for detecting the number of breaks in a time series ⋮ Parameter changes in GARCH model ⋮ Consistent change-point detection with kernels ⋮ Penalized least absolute deviations estimation for nonlinear model with change-points ⋮ Testing, monitoring, and dating structural changes in exchange rate regimes ⋮ A Bayesian joinpoint regression model with an unknown number of break-points ⋮ Estimating nonlinear regression with and without change-points by the LAD method ⋮ Correlation extrapolated ⋮ Quasi-maximum likelihood estimation for multiple volatility shifts ⋮ Simulated real-time detection of multiple structural changes: evidence from Japanese economic growth ⋮ Break Detection for a Class of Nonlinear Time Series Models ⋮ Robust algorithms for multiphase regression models ⋮ Asymptotic results in segmented multiple regression ⋮ On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data ⋮ Non-monotonic penalizing for the number of structural breaks ⋮ Mean reversion in G-7 stock prices: Further evidence from a panel stationary test with multiple structural breaks ⋮ On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation ⋮ Model selection criteria in multivariate models with multiple structural changes ⋮ The predictive performance of the currency futures basis for spot returns ⋮ Detecting multiple generalized change-points by isolating single ones ⋮ Estimation and model selection based inference in single and multiple threshold models. ⋮ Estimators in step regression models
This page was built for publication: