Joint estimation of gradual variance changepoint for panel data with common structures

Liang, WF; Guo, YF; Wu, Y

Guo, YF (corresponding author), Nankai Univ, Sch Stat & Data Sci, Tianjin 300071, Peoples R China.

STAT, 2021; 10 (1):

Abstract

This paper considers the problem of detecting the common gradual changepoint in panel data. Given the situation that each panel/series has the common ......

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