Constrained inference in multiple regression with structural changes

DOI10.1515/strm-2012-1154zbMath1308.62051OpenAlexW131345438MaRDI QIDQ490346

Sévérien Nkurunziza, Fuqi Chen

Publication date: 22 January 2015

Published in: Statistics \& Risk Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/strm-2012-1154

zbMATH Keywords

asymptotic normalityleast-squares estimatorregression modelchange-pointsmixingalestructural changes model

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)

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