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Maximum likelihood estimation in the multi-path change-point problem

Author

Listed:
  • Lawrence Joseph
  • David Wolfson

Abstract

No abstract is available for this item.

Suggested Citation

  • Lawrence Joseph & David Wolfson, 1993. "Maximum likelihood estimation in the multi-path change-point problem," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(3), pages 511-530, September.
    • Handle: RePEc:spr:aistmt:v:45:y:1993:i:3:p:511-530
    DOI: 10.1007/BF00773352
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    Citations

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    Cited by:

    1. Haoran Lu & Dianpeng Wang, 2024. "Grouped Change-Points Detection and Estimation in Panel Data," Mathematics, MDPI, vol. 12(5), pages 1-20, March.
    2. Bai, Jushan, 2010. "Common breaks in means and variances for panel data," Journal of Econometrics, Elsevier, vol. 157(1), pages 78-92, July.
    3. Zhuoheng Chen & Yijun Hu, 2017. "Cumulative sum estimator for change-point in panel data," Statistical Papers, Springer, vol. 58(3), pages 707-728, September.
    4. Minya Xu & Ping-Shou Zhong & Wei Wang, 2016. "Detecting Variance Change-Points for Blocked Time Series and Dependent Panel Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 213-226, April.
    5. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2007. "Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends," Working Papers 0708, Department of Management, Information and Production Engineering, University of Bergamo.
    6. Minyoung Jo & Sangyeol Lee, 2021. "On CUSUM test for dynamic panel models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(2), pages 515-542, June.

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