On estimation of the change points in multivariate regression models with structural changes

DOI10.1080/03610926.2016.1143510zbMath1369.62117OpenAlexW2467864095MaRDI QIDQ5349238

Fuqi Chen, Sévérien Nkurunziza

Publication date: 23 August 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1143510

zbMATH Keywords

change pointsconsistent estimatormultivariate regressionrestricted estimatorbreak timesmixingale arrays

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

Related Items (3)

On efficiency of some restricted estimators in a multivariate regression model ⋮ Change point detection for nonparametric regression under strongly mixing process ⋮ Parallelization of a Common Changepoint Detection Method

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