scientific article
From MaRDI portal
Publication:3875163
zbMath0435.62089MaRDI QIDQ3875163
Publication date: 1980
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
relative efficiencyoverfittingcomputational aspectsempirical comparisonsCusumMosummoving sum of recursive residualstesting constancy of regression modelstime constancy
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Sequential statistical analysis (62L10)
Related Items
Adaptive and unbiased predictors in a change point regression model ⋮ A new test for structural stability in the linear regression model ⋮ On Locating and Characterizing Parameter Variation by the Mosumsq Test Statistic ⋮ Recursive m–test for detection of change ⋮ THRESHOLD AUTOREGRESSIVE MODELING IN FINANCE: THE PRICE DIFFERENCES OF EQUIVALENT ASSETS1 ⋮ Test auf Gleichheit von Regressionskoeffizienten: Einige Erweiterungen ⋮ Unnamed Item ⋮ Detecting Changes in Linear Regressions ⋮ A Bayesian analysis of some threshold switching models
This page was built for publication:
