نتایج جستجو برای: change points
تعداد نتایج: 835276 فیلتر نتایج به سال:
Journal:
:Journal of Time Series Analysis
2001
Journal:
:International Environmental Agreements: Politics, Law and Economics
2014
Journal:
:Journal of Ecology
2015
Journal:
:Journal of World-Systems Research
2015
Journal:
:AJN, American Journal of Nursing
1901
Journal:
:Proceedings of the Symposium on Global Environment
1998
Journal:
:Electronic Journal of Statistics
2018
Journal:
:Econometric Theory
2021
Under the classical long-span asymptotic framework, we develop a class of generalized laplace (GL) inference methods for change-point dates in linear time series regression model with multiple structural changes analyzed in, e.g., Bai and Perron (1998, Econometrica 66, 47–78). The GL estimator is defined by an integration rather than optimization-based method relies on LS criterion function. It...
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