Detecting Changes in Linear Regressions (Q4763484)
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scientific article; zbMATH DE number 743393
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting Changes in Linear Regressions |
scientific article; zbMATH DE number 743393 |
Statements
Detecting Changes in Linear Regressions (English)
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10 April 1995
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estimator for time of change
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change-point model
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maximum likelihood
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strong approximation
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extreme value distribution
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almost sure consistency
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maximum likelihood ratio test
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