Cumulative sum estimator for change-point in panel data

DOI10.1007/s00362-015-0722-yzbMath1383.62204OpenAlexW1870259521MaRDI QIDQ1685211

Zhuoheng Chen, Hu, Yijun

Publication date: 13 December 2017

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-015-0722-y

zbMATH Keywords

rate of convergenceconsistencypanel datachange-pointmean shiftcumulative sum estimator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

Related Items (2)

Real-time detection of a change-point in a linear expectile model ⋮ A new hybrid approach to panel data change point detection

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