Detecting at-most-m changes in linear regression models
DOI10.1111/JTSA.12228zbMATH Open1368.62239OpenAlexW2564346684MaRDI QIDQ5283411FDOQ5283411
Authors: Lajos Horváth, William Pouliot, Shixuan Wang 
Publication date: 21 July 2017
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12228
Recommendations
Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Non-Markovian processes: hypothesis testing (62M07)
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Cited In (5)
- On sequential detection of parameter changes in linear regression
- Multiple change-points estimation in linear regression models via an adaptive Lasso expectile loss function
- Testing for changes in linear models using weighted residuals
- A data-driven approach to detecting change points in linear regression models
- Page's sequential procedure for change-point detection in time series regression
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