Inference for Non-Stationary Time Series Regression With or Without Inequality Constraints

DOI10.1111/RSSB.12077zbMATH Open1414.62315OpenAlexW2051763062MaRDI QIDQ5378119

Zhou Zhou

Publication date: 12 June 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/rssb.12077

zbMATH Keywords

structural stabilityinequality constraintssubsamplingrobust bootstrappiecewise locally stationary time series

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (1)

Simultaneous statistical inference for second order parameters of time series under weak conditions

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