A two-stage estimator for change point in the mean of panel data

DOI10.1155/2021/1455812zbMath1477.62257OpenAlexW3201539697MaRDI QIDQ2052052

Wenzhi Zhao, Yinqian Yang, Dianzhou Zhang

Publication date: 25 November 2021

Published in: Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2021/1455812

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Cites Work

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• A CUSUM test for panel mean change detection
• Common breaks in means and variances for panel data
• Maximum likelihood estimation in the multi-path change-point problem
• Testing structural changes in panel data with small fixed panel size and bootstrap
• Estimation in multi-path change-point problems
• Models for Longitudinal Data with Censored Changepoints
• LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
• Estimation in the multipath change point problem for correlated data
• Change‐point detection in panel data

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