Variance estimation free tests for structural changes in regression

DOI10.1007/978-3-319-96941-1_24zbMATH Open1414.62377OpenAlexW2920935693MaRDI QIDQ2417455FDOQ2417455

Authors: Barbora Peštová, Michal Pešta 

Publication date: 12 June 2019

Full work available at URL: https://doi.org/10.1007/978-3-319-96941-1_24

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zbMATH Keywords

regressionvariance estimationlinear regressionstructural changes

Mathematics Subject Classification ID

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

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• Abrupt change in mean using block bootstrap and avoiding variance estimation

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