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Distributions of Bayes-type change-point statistics under polynomial regression - MaRDI portal

Distributions of Bayes-type change-point statistics under polynomial regression (Q1329693)

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scientific article; zbMATH DE number 605283
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English
Distributions of Bayes-type change-point statistics under polynomial regression
scientific article; zbMATH DE number 605283

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    Distributions of Bayes-type change-point statistics under polynomial regression (English)
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    18 September 1994
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    change point problem
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    stochastic integral
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    tables of selected quantiles
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    polynomial regression model
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    covariance kernels of residual partial sum limit processes
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    Bayes-type statistics
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    test for change
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