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Persistent link: https://www.econbiz.de/10011036620
We study an at-most-one-change time-series model with an abrupt change in the mean and dependent errors that fulfil certain mixing conditions. We obtain confidence intervals for the unknown change-point via bootstrapping methods. Precisely, we use a block bootstrap of the estimated centred error...
Persistent link: https://www.econbiz.de/10005260690