Use of Partial Cumulative Sum to Detect Trends and Change Periods for Nonlinear Time Series
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References listed on IDEAS
- Van Cutsem, Bernard & Gath, Isak, 1993. "Detection of outliers and robust estimation using fuzzy clustering," Computational Statistics & Data Analysis, Elsevier, vol. 15(1), pages 47-61, January.
- Lin, Chien-Fu Jeff & Terasvirta, Timo, 1994. "Testing the constancy of regression parameters against continuous structural change," Journal of Econometrics, Elsevier, vol. 62(2), pages 211-228, June.
- Balke, Nathan S, 1993. "Detecting Level Shifts in Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(1), pages 81-92, January.
- Ploberger, Werner & Kramer, Walter & Kontrus, Karl, 1989. "A new test for structural stability in the linear regression model," Journal of Econometrics, Elsevier, vol. 40(2), pages 307-318, February.
More about this item
Keywordsfuzzy time series; change periods; partial cumulative sums; trend; noise;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C42 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Survey Methods
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