{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,21]],"date-time":"2026-10-21T10:31:05Z","timestamp":1792578665946,"version":"4.5.0"},"reference-count":35,"publisher":"Cambridge University Press (CUP)","issue":"4","license":[{"start":{"date-parts":[[2021,6,25]],"date-time":"2021-06-25T00:00:00Z","timestamp":1624579200000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2022,8]]},"abstract":"<jats:p>In this paper, we propose two bootstrap procedures, namely parametric and block bootstrap, to approximate the finite sample distribution of change-point estimators for piecewise stationary time series. The bootstrap procedures are then used to develop a generalized likelihood ratio scan method (GLRSM) for multiple change-point inference in piecewise stationary time series, which estimates the number and locations of change-points and provides a confidence interval for each change-point. The computational complexity of using GLRSM for multiple change-point detection is as low as \n<jats:inline-formula><jats:alternatives><jats:inline-graphic xmlns:xlink=\"http:\/\/www.w3.org\/1999\/xlink\" mime-subtype=\"png\" xlink:href=\"S0266466621000293_inline1.png\"\/><jats:tex-math>\n$O(n(\\log n)^{3})$\n<\/jats:tex-math><\/jats:alternatives><\/jats:inline-formula> for a series of length <jats:italic>n<\/jats:italic>. Extensive simulation studies are provided to demonstrate the effectiveness of the proposed methodology under different scenarios. Applications to financial time series are also illustrated.<\/jats:p>","DOI":"10.1017\/s0266466621000293","type":"journal-article","created":{"date-parts":[[2021,6,25]],"date-time":"2021-06-25T09:11:30Z","timestamp":1624612290000},"page":"752-792","source":"Crossref","is-referenced-by-count":7,"title":["BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES"],"prefix":"10.1017","volume":"38","author":[{"given":"Wai Leong","family":"Ng","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Shenyi","family":"Pan","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Chun Yip","family":"Yau","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2021,6,25]]},"reference":[{"key":"S0266466621000293_r2","doi-asserted-by":"publisher","DOI":"10.1016\/S0378-3758(96)00138-3"},{"key":"S0266466621000293_r23","doi-asserted-by":"publisher","DOI":"10.1080\/07474938.2020.1788822"},{"key":"S0266466621000293_r13","doi-asserted-by":"publisher","DOI":"10.1214\/13-EJS769"},{"key":"S0266466621000293_r5","doi-asserted-by":"publisher","DOI":"10.1111\/1467-937X.00051"},{"key":"S0266466621000293_r16","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.2017.1385466"},{"key":"S0266466621000293_r20","doi-asserted-by":"publisher","DOI":"10.1109\/LSP.2001.838216"},{"key":"S0266466621000293_r32","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.2014.920613"},{"key":"S0266466621000293_r7","doi-asserted-by":"publisher","DOI":"10.1002\/9780470316962"},{"key":"S0266466621000293_r30","doi-asserted-by":"publisher","DOI":"10.1198\/016214501753168244"},{"key":"S0266466621000293_r31","doi-asserted-by":"publisher","DOI":"10.2307\/1427090"},{"key":"S0266466621000293_r4","doi-asserted-by":"publisher","DOI":"10.1017\/S026646660000935X"},{"key":"S0266466621000293_r29","doi-asserted-by":"publisher","DOI":"10.1007\/s00184-018-0672-1"},{"key":"S0266466621000293_r26","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9892.00172"},{"key":"S0266466621000293_r14","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176348257"},{"key":"S0266466621000293_r10","volume-title":"Limit Theorems in Change-Point Analysis","author":"Cs\u00f6rg\u00f6","year":"1997"},{"key":"S0266466621000293_r21","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177697731"},{"key":"S0266466621000293_r22","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2018.03.009"},{"key":"S0266466621000293_r3","doi-asserted-by":"publisher","DOI":"10.1080\/10485259508832639"},{"key":"S0266466621000293_r6","doi-asserted-by":"publisher","DOI":"10.1007\/BF00536298"},{"key":"S0266466621000293_r15","doi-asserted-by":"publisher","DOI":"10.3150\/16-BEJ887"},{"key":"S0266466621000293_r34","first-page":"370","article-title":"Least-squares estimation of a step function","volume":"51","author":"Yao","year":"1989","journal-title":"Sankhy\u0101: The Indian Journal of Statistics, Series A"},{"key":"S0266466621000293_r8","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/87.2.301"},{"key":"S0266466621000293_r11","doi-asserted-by":"publisher","DOI":"10.1198\/016214505000000745"},{"key":"S0266466621000293_r9","doi-asserted-by":"publisher","DOI":"10.5705\/ss.2009.280"},{"key":"S0266466621000293_r33","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176350509"},{"key":"S0266466621000293_r25","doi-asserted-by":"publisher","DOI":"10.1016\/j.jmva.2007.06.010"},{"key":"S0266466621000293_r1","first-page":"533","volume-title":"Asymptotics, Nonparametrics, and Time Series","author":"Antoch","year":"1999"},{"key":"S0266466621000293_r18","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/57.1.1"},{"key":"S0266466621000293_r17","doi-asserted-by":"publisher","DOI":"10.1111\/rssb.12054"},{"key":"S0266466621000293_r19","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9892.2008.00589.x"},{"key":"S0266466621000293_r24","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.2012.737745"},{"key":"S0266466621000293_r28","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466614000863"},{"key":"S0266466621000293_r12","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9892.2008.00585.x"},{"key":"S0266466621000293_r27","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4149(01)00112-0"},{"key":"S0266466621000293_r35","doi-asserted-by":"publisher","DOI":"10.1111\/rssb.12139"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466621000293","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,4,15]],"date-time":"2024-04-15T01:55:27Z","timestamp":1713146127000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466621000293\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2021,6,25]]},"references-count":35,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2022,8]]}},"alternative-id":["S0266466621000293"],"URL":"https:\/\/doi.org\/10.1017\/s0266466621000293","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2021,6,25]]}}}