Simultaneous model change detection in multivariate linear regression with application to Indonesian economic growth data

DOI10.1155/2024/4499481MaRDI QIDQ6577837zbMATH OpenFDO

Authors Wayan Somayasa, Muhammad Kabil Djafar, Norma Muhtar, Desak Ketut Sutiari

Publication date 24 July 2024

Published in Journal of Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

functional central limit theoremeconomic growthrecursive residualspartial sum processKolmogorov-Smirnov type testmultivariate linear regressionmodel change detectionGross Domestic Productmultivariate standard Brownian motion

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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