This paper investigates the structural change of the coefficients in the autoregressive process of order one by considering eigenvalues of an inverse Toeplitz matrix. More precisely, under mild assumptions, extreme eigenvalues are observed when the structural change has occurred. A consistent estimator of extreme eigenvalues is provided under the panel time series framework. The proposed estimation method is demonstrated with simulations.

翻译：本文通过考虑反托普利茨矩阵的元值来调查顺序一自动递减过程中系数的结构变化,更确切地说,在轻度假设下,在结构变化发生时就观察到极端的元值。在小组时间序列框架下提供了极端的元值的一致估计数据。拟议的估算方法以模拟方式演示。