Simple linear regression with multiple level shifts

DOI10.1002/CJS.5550350308MaRDI QIDQ5449244zbMATH OpenOpenAlexFDO

Authors Qiqi Lu, Robert Lund

Publication date 11 March 2008

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/cjs.5550350308

zbMATH Keywords

linear trend

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

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Cited in

(9)

• Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting
• Estimation and testing in generalized mean-reverting processes with change-point
• Inference in a multivariate generalized mean-reverting process with a change-point
• A comparison of single and multiple changepoint techniques for time series data
• A class of Stein-rules in multivariate regression model with structural changes
• A linear regression model with persistent level shifts: an alternative to infill asymptotics
• On optimal segmentation and parameter tuning for multiple change-point detection and inference
• Time series regression with persistent level shifts
• An MDL approach to the climate segmentation problem

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