Structural break detecting in regression models

MaRDI QIDQ4612315zbMATH OpenFDO

Authors

Publication date 31 January 2019

Full work available at URL https://camo.ici.ro/journal/vol16/v16b14.pdf

zbMATH Keywords

change pointlinear regressionstochastic integralKiefer processU-processquasi-Bayesian

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Gaussian processes (60G15)

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Cited in

(7)

• Testing and dating of structural changes in practice
• Detection of structural breaks in linear dynamic panel data models
• scientific article; zbMATH DE number 2172883 (Why is no real title available?)
• Testing for Breaks in Regression Models with Dependent Data
• Change point detection in vector autoregression.
• scientific article; zbMATH DE number 7218949 (Why is no real title available?)
• On- and offline detection of structural breaks in thermal spraying processes

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