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Simultaneous model change detection in multivariate linear regression with application to Indonesian economic growth data - MaRDI portal

Simultaneous model change detection in multivariate linear regression with application to Indonesian economic growth data (Q6577837)

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scientific article; zbMATH DE number 7886136
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English
Simultaneous model change detection in multivariate linear regression with application to Indonesian economic growth data
scientific article; zbMATH DE number 7886136

    Statements

    Simultaneous model change detection in multivariate linear regression with application to Indonesian economic growth data (English)
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    24 July 2024
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    economic growth
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    functional central limit theorem
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    Gross Domestic Product
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    Kolmogorov-Smirnov type test
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    model change detection
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    multivariate linear regression
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    multivariate standard Brownian motion
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    partial sum process
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    recursive residuals
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