Optimal changepoint tests for normal linear regression (Q1906286): Difference between revisions
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Revision as of 22:02, 19 March 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)
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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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