The asymptotic method of sequential change-point in panel data

DOI10.13548/J.SXZZ.20171012.001MaRDI QIDQ4624504zbMATH OpenFDO

Authors Zhuoheng Chen, Yijun Hu

Publication date 22 February 2019

Full work available at URL https://doi.org/10.13548/J.SXZZ.20171012.001

zbMATH Keywords

asymptotic methodchange-pointpanel datasequential detection

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Sequential estimation (62L12) Monte Carlo methods (65C05)

Recommendations

• Asymptotic and bootstrap tests for a sequential change-point of panel
• Change-point detection in panel data
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• Variance change-point detection in panel data models
• Changepoint in dependent and non-stationary panels

Cited in

(5)

• scientific article; zbMATH DE number 1052815 (Why is no real title available?)
• Estimation of change point in linear panel model
• Nonparametric maximum likelihood estimation method for common change point in panel data
• Asymptotic and bootstrap tests for a sequential change-point of panel
• Change point detection in panel data

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