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• W2051763062 abstract "Summary We consider statistical inference for time series linear regression where the response and predictor processes may experience general forms of abrupt and smooth non-stationary behaviours over time. Meanwhile, the regression parameters may be subject to linear inequality constraints. A simple and unified procedure for structural stability checks and parameter inference is proposed. In the case where the regression parameters are constrained, the methodology proposed is shown to be consistent whether or not the true regression parameters are on the boundary of the restricted parameter space via utilizing an asymptotically invariant geometric property of polyhedral cones." @default.
• W2051763062 created "2016-06-24" @default.
• W2051763062 creator A5026624461 @default.
• W2051763062 date "2014-07-18" @default.
• W2051763062 modified "2023-09-28" @default.
• W2051763062 title "Inference for Non-Stationary Time Series Regression With or Without Inequality Constraints" @default.
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• W2051763062 doi "https://doi.org/10.1111/rssb.12077" @default.
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