Variance estimation free tests for structural changes in regression

DOI10.1007/978-3-319-96941-1_24MaRDI QIDQ2417455zbMATH OpenOpenAlexFDO

Authors Barbora Peštová, Michal Pešta

Publication date 12 June 2019

Full work available at URL https://doi.org/10.1007/978-3-319-96941-1_24

zbMATH Keywords

regressionvariance estimationlinear regressionstructural changes

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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