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- W2023900854 abstract "The authors study the properties of the ordinary least squares trend estimator in a simple linear regression model with multiple known level shift times. The error component in the model is taken to be a general short-memory stationary time series. The authors establish the consistency and asymptotic normality of the estimator. They also present a climatological application in which the multiple level shifts are prominent features. La régression linéaire simple à paliers multiples Les auteurs étudient les propriétés d'un estimateur des moindres carrés du paramètre de dérive d'un modèle de régression linéaire simple dans lequel des changements de paliers surviennent à des moments prédéterminés. Les termes d'erreur successifs du modèle constituent une série chronologique stationnaire à mémoire courte. Les auteurs démontrent la convergence et la normalité asymptotique de l'estimateur. Ils présentent aussi une application climatologique caractérisée par de multiples changements de paliers." @default.
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- W2023900854 date "2007-09-01" @default.
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- W2023900854 title "Simple linear regression with multiple level shifts" @default.
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