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

DOI10.1155/2024/4499481zbMATH Open1541.62164MaRDI QIDQ6577837FDOQ6577837

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)

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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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