scholarly journals A Review of Change Point Estimation Methods for Process Monitoring

2021 ◽  
Vol 10 (3) ◽  
pp. 69
Author(s):  
Ademola John Ogunniran ◽  
Kayode Samuel Adekeye ◽  
Johnson Ademola Adewara ◽  
Muminu Adamu
Keyword(s):  
Process Monitoring ◽  
Change Point ◽  
Point Estimation ◽  
Estimation Methods ◽  
Change Point Estimation

scholarly journals Change Point Estimation in Panel Data without Boundary Issue

Risks ◽  
2017 ◽  
Vol 5 (1) ◽  
pp. 7 ◽  
Author(s):  
Barbora Peštová ◽  
Michal Pešta
Keyword(s):  
Panel Data ◽  
Change Point ◽  
Point Estimation ◽  
Change Point Estimation

scholarly journals Change Point Estimation in Panel Data without Boundary Issue

2016 ◽  
Author(s):  
Barbora Peštová ◽  
Michal Pešta
Keyword(s):  
Panel Data ◽  
Change Point ◽  
Structural Breaks ◽  
Break Point ◽  
Point Estimation ◽  
The Novel ◽  
Structure Estimation ◽  
Change Point Estimation ◽  
Point Estimator ◽  
First Time

Panel data of our interest consist of a moderate number of panels, while the panels contain a small number of observations. An estimator of common breaks in panel means without a boundary issue for this kind of scenario is proposed. In particular, the novel estimator is able to detect a common break point even when the change happens immediately after the first time point or just before the last observation period. Another advantage of the elaborated change point estimator is that it results in the last observation in situations with no structural breaks. The consistency of the change point estimator in panel data is established. The results are illustrated through a simulation study. As a by-product of the developed estimation technique, a theoretical utilization for correlation structure estimation, hypothesis testing, and bootstrapping in panel data is demonstrated. A practical application to non-life insurance is presented as well.

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