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Improved confidence sets for the date of a structural break - MaRDI portal

Improved confidence sets for the date of a structural break (Q5861031)

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scientific article; zbMATH DE number 7484555
Language Label Description Also known as
English
Improved confidence sets for the date of a structural break
scientific article; zbMATH DE number 7484555

    Statements

    title
    Improved confidence sets for the date of a structural break (English)
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    author
    Daisuke Yamazaki
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    publication date
    4 March 2022
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    zbMATH Keywords
    break direction
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    confidence set
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    coverage rate
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    Identifiers

    Mathematics Subject Classification ID
    62J05
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    62F03
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    62F25
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    62P20
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    zbMATH DE Number
    7484555
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    OpenAlex ID
    W3038806792
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