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- W3201539697 abstract "In this paper, a two-stage consistency estimator for change point in the mean of panel data is given. Firstly, a single sequence is extracted, and the initial estimator and confidence interval of the change point are given by the least square method. Based on the confidence interval, a random interval containing change point with probability tending to 1 is constructed. Secondly, using all panel data falling into the random interval, the final estimator of change point is obtained by least square estimation. The asymptotic distribution is established. Simulation results show that our method can not only ensure the estimation accuracy but also greatly reduce time complexity." @default.
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- W3201539697 date "2021-09-17" @default.
- W3201539697 modified "2023-10-17" @default.
- W3201539697 title "A Two-Stage Estimator for Change Point in the Mean of Panel Data" @default.
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- W3201539697 doi "https://doi.org/10.1155/2021/1455812" @default.
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