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Publication:3745052
zbMath0606.62028MaRDI QIDQ3745052
Publication date: 1986
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
weak convergenceasymptotic distributionconsistencychange-point problemmeanleast squares methodBrownian bridge distribution
Asymptotic properties of parametric estimators (62F12) Asymptotic properties of parametric tests (62F05)
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Factor-driven two-regime regression ⋮ Nonparametric estimation in change-point models ⋮ ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS ⋮ Inference regarding multiple structural changes in linear models with endogenous regressors ⋮ Detecting shifts in functions of multivariate location and covariance parameters ⋮ Inference for mean change-point in infinite variance \(AR(p)\) process ⋮ An explicit expression for the distribution of the supremum of brownian motion with a change point
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