A linear regression model with persistent level shifts: an alternative to infill asymptotics
DOI10.1016/J.SPL.2014.08.018zbMATH Open1307.62215OpenAlexW2067493897MaRDI QIDQ464480FDOQ464480
Authors: Jonathan Woody, Robert Lund 
Publication date: 27 October 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2014.08.018
Recommendations
- Alternative asymptotics and the partially linear model with many regressors
- Some insights into continuum regression and its asymptotic properties
- Time series regression with persistent level shifts
- Statistical experiments with persistent linear regression in the Markov random medium
- A consistent estimator for nonlinear regression models
- Asymptotic behaviour for the extreme values of a linear regression model
- scientific article; zbMATH DE number 1738344
- The asymptotics of S-estimators in the linear regression model
Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
Cites Work
- Asymptotic Statistics
- Title not available (Why is that?)
- Estimation of multiple-regime regressions with least absolutes deviation
- Structural breaks in time series
- Inference for single and multiple change-points in time series
- Title not available (Why is that?)
- Title not available (Why is that?)
- Simple linear regression with multiple level shifts
Cited In (4)
This page was built for publication: A linear regression model with persistent level shifts: an alternative to infill asymptotics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q464480)
