Detecting a change in the intercept in multiple regression

DOI10.1016/0167-7152(94)00096-QzbMath0825.62694MaRDI QIDQ1892116

Geoffrey S. Watson

Publication date: 28 November 1995

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

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A functional central limit theorem for regression models

Cites Work

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