Optimal changepoint tests for normal linear regression (Q1906286): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 14:09, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal changepoint tests for normal linear regression |
scientific article |
Statements
Optimal changepoint tests for normal linear regression (English)
0 references
8 April 1996
0 references
structural change test
0 references
optimal tests
0 references
finite-sample optimal tests
0 references
normal linear multiple regression model
0 references
known variance
0 references
multiple change points
0 references
cointegration
0 references
simulations
0 references
