Nonparametric simultaneous testing for structural breaks

Gijbels, Irene, van Bellegem, Sebastien, Gao, Jiti, Gijbels, Irène, van Bellegem, Sébastien . Journal of Econometrics 2008. 143 (1) :123-142

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Bibtex

@article{CIS-249648,
  Author = {Gijbels, Irene and van Bellegem, Sebastien and Gao, Jiti and Gijbels, Irène and van Bellegem, Sébastien},
  Title = {Nonparametric simultaneous testing for structural breaks},
  Journal = {Journal of Econometrics},
  Volume = {143},
  Number = {1},
  Year = {2008},
  Pages = {123--142},
  Keywords = {Time series analysis, Threshold model, nonparametric testing, conditional mean and variance function}
}

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