Simultaneous model change detection in multivariate linear regression with application to Indonesian economic growth data (Q6577837)
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scientific article; zbMATH DE number 7886136
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| English | Simultaneous model change detection in multivariate linear regression with application to Indonesian economic growth data |
scientific article; zbMATH DE number 7886136 |
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Simultaneous model change detection in multivariate linear regression with application to Indonesian economic growth data (English)
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24 July 2024
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economic growth
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functional central limit theorem
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Gross Domestic Product
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Kolmogorov-Smirnov type test
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model change detection
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multivariate linear regression
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multivariate standard Brownian motion
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partial sum process
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recursive residuals
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0.7332876324653625
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0.7293603420257568
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0.7271966338157654
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0.7249511480331421
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