Chen, Fuqi; Nkurunziza, Sévérien - In: Statistics & Risk Modeling 31 (2014) 3-4, pp. 237-257
Abstract In this paper, we study an inference problem for the regression
coefficients in some multivariate regression models with multiple
change-points occurring at unknown times, when the regression
coefficients may satisfy some restrictions. The hypothesized
restriction is more general than...