Estimating multiple breaks in mean sequentially with fractionally integrated errors

DOI10.1007/s00362-019-01104-zzbMath1480.60057OpenAlexW2933885585MaRDI QIDQ2066504

Daiqing Xi, Tian-Xiao Pang

Publication date: 14 January 2022

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

Full work available at URL: https://doi.org/10.1007/s00362-019-01104-z

zbMATH Keywords

least squares methodlimiting distributionsmultiple breaksfractionally integrated processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Dynamic programming (90C39)

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