Pages that link to "Item:Q1222493"
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The following pages link to Some comparisons of tests for a shift in the slopes of a multivariate linear time series model (Q1222493):
Displaying 11 items.
- A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process (Q993808) (← links)
- Recursive stability analysis of linear regression relationships. An exploratory methodology (Q1051384) (← links)
- A Bayesian analysis of some threshold switching models (Q1064707) (← links)
- Bayesian estimation of the switching regression model with autocorrelated errors (Q1166862) (← links)
- Some comparisons of tests for a shift in the slopes of a multivariate linear time series model (Q1222493) (← links)
- Testing parameter constancy in linear models against stochastic stationary parameters (Q1298466) (← links)
- Testing the constancy of regression parameters against continuous structural change (Q1329130) (← links)
- Change-point problems: bibliography and review (Q2324132) (← links)
- Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series (Q3615074) (← links)
- Detecting structural change in linear models (Q3928055) (← links)
- Score tests when a nuisance parameter is unidentified under the null hypothesis (Q5943794) (← links)
