Estimating the locations and number of change points by the sample-splitting method
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DOI: 10.1007/s003620000040
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Citations
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Cited by:
- Noriah Al-Kandari & Emad-Eldin Aly, 2014. "An ANOVA-type test for multiple change points," Statistical Papers, Springer, vol. 55(4), pages 1159-1178, November.
- Chong, Terence Tai-Leung & Lam, Tau-Hing & Yan, Isabel Kit-Ming, 2012.
"Is the Chinese stock market really inefficient?,"
China Economic Review,
Elsevier, vol. 23(1), pages 122-137.
- Yan, Isabel K. & Chong, Terence & Lam, Tau-Hing, 2011. "Is the Chinese Stock Market Really Efficient," MPRA Paper 35219, University Library of Munich, Germany.
- repec:spr:stpapr:v:58:y:2017:i:3:d:10.1007_s00362-015-0722-y is not listed on IDEAS
- Charles Ka Yui Leung & Youngman Chun Fai Leong & Ida Yin Sze Chan, 2002. "TOM: Why Isn’t Price Enough?," International Real Estate Review, Asian Real Estate Society, vol. 5(1), pages 91-115.
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Keywords
Multiple Structural Changes; Change-Point Estimator; Brownian Motion; Bessel Process;Statistics
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