ESTIMATION OF CHANGE-POINTS IN LINEAR AND NONLINEAR TIME SERIES MODELS

Related Items (6)

Location and scale-based CUSUM test with application to autoregressive models ⋮ BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES ⋮ Change point estimation in regression model with response missing at random ⋮ Quasi-likelihood estimation of structure-changed threshold double autoregressive models ⋮ Optimal change-point estimation in time series ⋮ The asymptotic behaviour of the residual sum of squares in models with multiple break points

Cites Work

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A Mathematical Theory of the Incidence of Taxation

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