Eigenvalues of a Fredholm integral operator and applications to problems of statistical inference

DOI10.1216/jiea/1181075971zbMath0885.45001OpenAlexW2065959846MaRDI QIDQ1358739

O. Diekmann

Publication date: 5 April 1998

Published in: Journal of Integral Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1216/jiea/1181075971

zbMATH Keywords

change-point problemeigenvaluesdistribution functionstatistical inferencestochastic integral

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Fredholm integral equations (45B05) Asymptotic properties of parametric tests (62F05) Eigenvalue problems for integral equations (45C05)

Related Items (2)

Precise small deviations in \(L_2\) of some Gaussian processes appearing in the regression context ⋮ Inference for single and multiple change-points in time series

Cites Work

• Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative
• Tests for parameter changes at unknown times in linear regression models
• Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
• Distributions of Bayes-type change-point statistics under polynomial regression
• Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes

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