Change-point detection in panel data

Journal of Time Series Analysis

Volumn 33, Issue 4, 2012, Pages 631-648

  Horváth, Lajos ^a   Hušková, Marie ^b  

^a UNIVERSITY OF UTAH   (United States)

^b CHARLES UNIVERSITY   (Czech Republic)

Author keywords

Change in the mean; CUSUM process; Linear processes; Panel date; Weak convergence

Indexed keywords

EID: 84862498943     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2012.00796.x     Document Type: Article

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