Time series regression with persistent level shifts
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Publication:889016
DOI10.1016/J.SPL.2015.03.011zbMATH Open1332.62351OpenAlexW2040809183MaRDI QIDQ889016FDOQ889016
Authors: Jonathan Woody 
Publication date: 5 November 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2015.03.011
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- Consistent regression estimation with fixed design points under dependence conditions
- Estimation of a change-point in the mean function of functional data
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- A linear regression model with persistent level shifts: an alternative to infill asymptotics
- Simple linear regression with multiple level shifts
- Inference about the Point of Change in a Regression Model
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Cited In (4)
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