Pages that link to "Item:Q1222493"

The following pages link to Some comparisons of tests for a shift in the slopes of a multivariate linear time series model (Q1222493):

Displayed 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)