Detection of a change-point in Student-\(t\) linear regression models
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Publication:819424
DOI10.1007/s00362-005-0271-xzbMath1086.62077OpenAlexW1996036215MaRDI QIDQ819424
Publication date: 28 March 2006
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-005-0271-x
Related Items (11)
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Cites Work
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- The maximum likelihood method for testing changes in the parameters of normal observations
- Testing for a change point in linear regression models
- Multivariate Student-t regression models: Pitfalls and inference
- Inferences for the Linear Errors-in-Variables With Changepoint Mode
- Testing and Locating Variance Changepoints with Application to Stock Prices
- ON CHANGE POINT DETECTION AND ESTIMATION
- Likelihood procedure for testing change point hypothesis for multivariate Gaussian model
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