Variance estimation free tests for structural changes in regression

DOI10.1007/978-3-319-96941-1_24zbMath1414.62377OpenAlexW2920935693MaRDI QIDQ2417455

Michal Pešta, Barbora Peštová

Publication date: 12 June 2019

Full work available at URL: https://doi.org/10.1007/978-3-319-96941-1_24

zbMATH Keywords

regressionlinear regressionvariance estimationstructural changes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

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