Matches in SemOpenAlex for { <https://semopenalex.org/work/W2180367091> ?p ?o ?g. }
Showing items 1 to 74 of
74
with 100 items per page.
- W2180367091 endingPage "4865" @default.
- W2180367091 startingPage "4848" @default.
- W2180367091 abstract "The basic model in this paper is an AR(1) model with a structural break in the AR parameter β at an unknown time k0. That is, yt = β1yt − 1I{t ⩽ k0} + β2yt − 1I{t > k0} + ϵt, t = 1, 2, ⋅⋅⋅, T, where I{ · } denotes the indicator function. Suppose |β1| < 1, |β2| < 1, and {ϵt, t ⩾ 1} is a sequence of i.i.d. random variables which are in the domain of attraction of the normal law with zero mean and possibly infinite variance, then the limiting distributions for the least squares estimators of β1 and β2 are studied in the present paper, which extend some results in Chong (2001 Chong, T.L. (2001). Structural change in AR(1) models. Econometric Theory 17:87–155.[Crossref], [Web of Science ®] , [Google Scholar])." @default.
- W2180367091 created "2016-06-24" @default.
- W2180367091 creator A5014849689 @default.
- W2180367091 creator A5020164576 @default.
- W2180367091 date "2015-11-17" @default.
- W2180367091 modified "2023-09-26" @default.
- W2180367091 title "Asymptotic Inferences for an AR(1) Model with a Change Point and Possibly Infinite Variance" @default.
- W2180367091 cites W2026579437 @default.
- W2180367091 cites W2030080040 @default.
- W2180367091 cites W2048431626 @default.
- W2180367091 cites W2048442989 @default.
- W2180367091 cites W2102522565 @default.
- W2180367091 cites W2114639238 @default.
- W2180367091 cites W2118534466 @default.
- W2180367091 cites W2133730794 @default.
- W2180367091 cites W2160906454 @default.
- W2180367091 cites W2167953009 @default.
- W2180367091 cites W3124725455 @default.
- W2180367091 cites W3125246470 @default.
- W2180367091 cites W3125499073 @default.
- W2180367091 doi "https://doi.org/10.1080/03610926.2013.802349" @default.
- W2180367091 hasPublicationYear "2015" @default.
- W2180367091 type Work @default.
- W2180367091 sameAs 2180367091 @default.
- W2180367091 citedByCount "3" @default.
- W2180367091 countsByYear W21803670912017 @default.
- W2180367091 countsByYear W21803670912019 @default.
- W2180367091 countsByYear W21803670912020 @default.
- W2180367091 crossrefType "journal-article" @default.
- W2180367091 hasAuthorship W2180367091A5014849689 @default.
- W2180367091 hasAuthorship W2180367091A5020164576 @default.
- W2180367091 hasConcept C105795698 @default.
- W2180367091 hasConcept C114614502 @default.
- W2180367091 hasConcept C121955636 @default.
- W2180367091 hasConcept C138885662 @default.
- W2180367091 hasConcept C144133560 @default.
- W2180367091 hasConcept C185429906 @default.
- W2180367091 hasConcept C196083921 @default.
- W2180367091 hasConcept C2780813799 @default.
- W2180367091 hasConcept C28826006 @default.
- W2180367091 hasConcept C33923547 @default.
- W2180367091 hasConcept C41895202 @default.
- W2180367091 hasConceptScore W2180367091C105795698 @default.
- W2180367091 hasConceptScore W2180367091C114614502 @default.
- W2180367091 hasConceptScore W2180367091C121955636 @default.
- W2180367091 hasConceptScore W2180367091C138885662 @default.
- W2180367091 hasConceptScore W2180367091C144133560 @default.
- W2180367091 hasConceptScore W2180367091C185429906 @default.
- W2180367091 hasConceptScore W2180367091C196083921 @default.
- W2180367091 hasConceptScore W2180367091C2780813799 @default.
- W2180367091 hasConceptScore W2180367091C28826006 @default.
- W2180367091 hasConceptScore W2180367091C33923547 @default.
- W2180367091 hasConceptScore W2180367091C41895202 @default.
- W2180367091 hasIssue "22" @default.
- W2180367091 hasLocation W21803670911 @default.
- W2180367091 hasOpenAccess W2180367091 @default.
- W2180367091 hasPrimaryLocation W21803670911 @default.
- W2180367091 hasRelatedWork W1976244879 @default.
- W2180367091 hasRelatedWork W1994910710 @default.
- W2180367091 hasRelatedWork W2017052259 @default.
- W2180367091 hasRelatedWork W2109135198 @default.
- W2180367091 hasRelatedWork W2152704622 @default.
- W2180367091 hasRelatedWork W2182921069 @default.
- W2180367091 hasRelatedWork W2513564542 @default.
- W2180367091 hasRelatedWork W2746366400 @default.
- W2180367091 hasRelatedWork W2173022174 @default.
- W2180367091 hasRelatedWork W2183297761 @default.
- W2180367091 hasVolume "44" @default.
- W2180367091 isParatext "false" @default.
- W2180367091 isRetracted "false" @default.
- W2180367091 magId "2180367091" @default.
- W2180367091 workType "article" @default.