Author:
Piyadi Gamage Ramadha D.,Ning Wei
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Reference35 articles.
1. Akashi, F., Dette, H., & Liu, Y. (2016). Change point detection in autoregressive models with no moment assmptions. arXiv:1612.01520v1.
2. Aue, A., & Horvárth, L. (2012). Structural breaks in time series. Journal of Time Series Analysis, 34, 1–16.
3. Bai, J. S., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66, 47–78.
4. Balcombe, K., Bailey, A., & Brooks, J. (2007). Threshold effects in price transmissions: the case of Brazilian wheat, maize and soya prices. American Journal of Agricultural Economics, 89, 308–323.
5. Baragona, R., Battaglia, F., & Cucina, D. (2013). Empirical likelihood for break detection in time series. Electronic Journal of Statistics, 7, 3089–3123.
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献