Estimating the Locations and Number of Change Points by the Sample-Splitting Method
Invited conference paper presented and published in conference proceedings


香港中文大学研究人员 ( 现职)

庄太量教授 (经济学系)

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着者CHONG Tai Leung
会议国家美国
详细描述Paper presented in the 1996 AEA/ASSA Meeting
出版年份1996
出版地United States of America, San Francisco, USA
语言英式英语

关键词BESSEL PROCESS ; BROWNIAN MOTION ; MULTIPLE STRUCTURAL CHANGES