Detecting multiple mean breaks at unknown points in official time series
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References listed on IDEAS
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"Estimating and Testing Linear Models with Multiple Structural Changes,"
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Qin, Ruibing & Tian, Zheng & Jin, Hao & Zhang, Xiaowei, 2010. "Strong convergence rate of robust estimator of change point," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 80(10), pages 2026-2032.
More about this item
KeywordsPartitioning; Regression trees; X-12 ARIMA;
StatisticsAccess and download statistics
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