Estimating the locations and number of change points by the sample-splitting method
| Year of publication: |
2001
|
|---|---|
| Authors: | Chong, Terence |
| Published in: |
Statistical Papers. - Springer. - Vol. 42.2001, 1, p. 53-79
|
| Publisher: |
Springer |
| Subject: | Multiple Structural Changes | Change-Point Estimator | Brownian Motion | Bessel Process |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005615792