Change‐point detection in panel data

DOI10.1111/j.1467-9892.2012.00796.xzbMath1282.62181OpenAlexW1957259441MaRDI QIDQ5397939

Publication date: 25 February 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2012.00796.x

zbMATH Keywords

weak convergence linear processes change in the mean CUSUM process panel date

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional limit theorems; invariance principles (60F17) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05)

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