Asymptotic distribution of least square estimators for linear models with dependent errors

Authors: Caron, Emmanuel

Source: Statistics, 53:4, (2019), 885-902

Subject Terms: Mathematics - Statistics Theory, Mathematics - Probability, Statistics - Applications, 60G10, 62M15, 62J05, 62F03, 62F12

Access URL: http://arxiv.org/abs/1806.05287

A Novel Approach for Fast Detection of Multiple Change Points in Linear Models

Authors: Shi, Xiaoping, Wu, Yuehua, Jin, Baisuo

Subject Terms: Statistics - Methodology, 62J05, 62F03

Access URL: http://arxiv.org/abs/1101.4185