Cumulative sum estimator for change-point in panel data
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DOI: 10.1007/s00362-015-0722-y
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Cited by:
- Gabriela Ciuperca, 2022. "Real-time detection of a change-point in a linear expectile model," Statistical Papers, Springer, vol. 63(4), pages 1323-1367, August.
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Keywords
Change-point; Panel data; Cumulative sum estimator; Mean shift; Consistency; Rate of convergence;All these keywords.
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