Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times (Q1822870): Difference between revisions
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Revision as of 14:32, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times |
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Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times (English)
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1989
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change-point problem
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Gaussian processes
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distributions of stochastic integrals
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Limit processes
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partial sums of linear functions of regression residuals
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functions of standard Brownian motion
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Cramér-von Mises type functionals
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partial sum processes
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asymptotic forms of two- sided change detection statistics for linear regression models
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weight sequences
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Cramér-von Mises type stochastic integrals
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harmonic regression
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