We show boundedness in probability uniformly in sample size of a general M-estimator for multiple linear regression in time series. The positive criterion function for the M-estimator is assumed lower ...

Simple linear regression is commonly used in forecasting and financial analysis—for a company to tell how a change in the GDP could affect sales, for example. Microsoft Excel and other software ...

In this paper, we consider the problem of determining the number of structural changes in multiple linear regression models via group fused Lasso. We show that with probability tending to one, our ...