Optimal changepoint tests for normal linear regression (Q1906286): Difference between revisions

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Latest revision as of 09:38, 24 May 2024

scientific article
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Optimal changepoint tests for normal linear regression
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    Optimal changepoint tests for normal linear regression (English)
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    8 April 1996
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    structural change test
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    optimal tests
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    finite-sample optimal tests
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    normal linear multiple regression model
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    known variance
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    multiple change points
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    cointegration
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    simulations
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