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ArticleEstimating the locations and number of change points by the sample-splitting method

Terence Tai‐Leung Chong2001

Article2001

Estimating the locations and number of change points by the sample-splitting method

Terence Tai‐Leung Chong

19 citations·0/0 files stored·Statistical Papers

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Advanced Statistical Process Monitoring Statistical Methods and Inference Advanced Statistical Methods and Models

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References

1954CONTINUOUS INSPECTION SCHEMES 1995Journal of the American Statistical Association 1993Tests for Parameter Instability and Structural Change With Unknown Change Point 1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance 1992Tests for Parameter Instability in Regressions with 1(1) Processes 1996An Analysis of the Real Interest Rate Under Regime Shifts 1992Tests for Parameter Instability in Regressions with I(1) Processes 1990What does the term structure tell us about future inflation?

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2003Generic consistency of the break‐point estimator under specification errors 2011Convergence in distribution of multiple change point estimators

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Year2001

Typearticle

Published2001-01-01

VenueStatistical Papers

ISSN-L0932-5026

Languageen

Citations19

Files0 public / 0

ShelfAdvanced Statistical Process Monitoring

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doi10.1007/s003620000040

openalex_workW2051479415

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