Estimating the locations and number of change points by the sample-splitting method

Terence Tai Leung Chong

Statistical Papers, 2001, vol. 42, issue 1, 53-79

Keywords: Multiple Structural Changes; Change-Point Estimator; Brownian Motion; Bessel Process (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1007/s003620000040

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