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

DOI10.1016/0378-3758(93)90107-HzbMath0850.62530MaRDI QIDQ1329693

V. Pereyra

Publication date: 18 September 1994

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

stochastic integralchange point problempolynomial regression modelBayes-type statisticscovariance kernels of residual partial sum limit processestables of selected quantilestest for change

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Bayesian inference (62F15) Numerical methods for integral equations (65R20) Fredholm integral equations (45B05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (5)

Detecting a change in the intercept in multiple regression ⋮ Eigenvalues of a Fredholm integral operator and applications to problems of statistical inference ⋮ Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion ⋮ Modeling heteroscedastic age‐period‐cohort cancer data ⋮ Inference for single and multiple change-points in time series

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