Bootstrap standard error estimates in a switching regression model with unknown switch point

DOI10.1080/03610919608813295MaRDI QIDQ5283874zbMATH OpenOpenAlexFDO

Authors Stratford Douglas, David K. Guilkey

Publication date 30 January 1997

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919608813295

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99) Nonparametric statistical resampling methods (62G09)

Cites work

• scientific article; zbMATH DE number 3126031 (Why is no real title available?)
• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
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• ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS
• On asymptotic distribution theory in segmented regression problems - identified case
• On the asymptotic accuracy of Efron's bootstrap
• Present Position and Potential Developments: Some Personal Views: Time- Series Econometrics
• Some asymptotic theory for the bootstrap
• Testing and estimating change-points in time series
• The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
• The likelihood ratio test for a change-point in simple linear regression

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