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Pre and post break parameter inference - MaRDI portal

Pre and post break parameter inference (Q2451770)

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scientific article
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Pre and post break parameter inference
scientific article

    Statements

    title
    Pre and post break parameter inference (English)
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    author
    Graham Elliott
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    Ulrich K. Müller
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    publication date
    4 June 2014
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    zbMATH Keywords
    structural breaks
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    time varying parameters
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    convergence of experiments
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    asymptotic efficiency of tests
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    cites work
    Q3911791
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    Asymptotic Statistics
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F03
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    62F05
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    zbMATH DE Number
    6300645
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    OpenAlex ID
    W2165141588
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