On sequential detection of parameter changes in linear regression

DOI10.1016/j.spl.2006.12.014zbMath1117.62079OpenAlexW2012620714MaRDI QIDQ2373671

Lajos Horváth, Josef G. Steinebach, Piotr S. Kokoszka

Publication date: 16 July 2007

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

Full work available at URL: https://doi.org/10.1016/j.spl.2006.12.014

zbMATH Keywords

simulations

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Sequential statistical analysis (62L10) Functional limit theorems; invariance principles (60F17)

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Cites Work

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