On estimation of the change points in multivariate regression models with structural changes (Q5349238)
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scientific article; zbMATH DE number 6763723
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On estimation of the change points in multivariate regression models with structural changes |
scientific article; zbMATH DE number 6763723 |
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On estimation of the change points in multivariate regression models with structural changes (English)
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23 August 2017
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break times
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change points
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consistent estimator
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mixingale arrays
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multivariate regression
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restricted estimator
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0.9266314
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0.9251417
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0.9222685
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0.9191444
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