Asymptotic distribution of a statistic testing a change in simple linear regression with equidistant design.

DOI10.1016/S0167-7152(03)00143-3zbMath1113.62305MaRDI QIDQ1423156

Daniela Jarušková

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Asymptotic distributionChange in regressionExtremes of \(\chi^2\) processesMaximum-type test statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Asymptotic properties of parametric tests (62F05)

Related Items (5)

Detecting at‐Most‐m Changes in Linear Regression Models ⋮ Applications of asymptotic inference in segmented line regression ⋮ Estimating a gradual parameter change in an AR(1)-process ⋮ Estimation in a change-point hazard regression model ⋮ Detecting change in a hazard regression model with right-censoring

Cites Work

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• A general law of iterated logarithm
• The likelihood ratio test for a change-point in simple linear regression
• Upcrossing Probabilities for Stationary Gaussian Processes
• Asymptotic Properties of the Maximum in a Stationary Gaussian Process
• A new law of the iterated logarithm in \(R^d\) with application to matrix-normalized sums of random vectors

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