Asymptotic theory of some tests for a possible change in the regression slope occurring at an unknown time point

DOI10.1007/BF00531606zbMath0416.62066OpenAlexW1988036014MaRDI QIDQ3206163

Pranab Kumar Sen

Publication date: 1980

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00531606

zbMATH Keywords

invariance principlesrank order statisticsasymptotic theorytesting proceduresleast squares estimatorschange in regression slope

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

Testing for structural change in regression with long memory processes, Testing the constancy of regression parameters against continuous structural change, Invariance principles in mathematical statistics, Sequential procedures for monltoring the parameters of the autoregressive model relative to unspecified targets, Time series segmentation: A sliding window approach, Structural change and unit roots, A new test for structural stability in the linear regression model, Tests for changes in models with a polynomial trend, The generalized fluctuation test: A unifying view, A control chart for variance based on squared ranks, A Note on Signed Rank Tests for the Changepoint Problem, A residual based test for the null hypothesis of cointegration., Nonparametric statistical procedures for the changepoint problem, Generalized runs tests for the IID hypothesis, Weak convergence of two-parameter empirical fields in change-point problems, The asymptotic power function of GLR tests for local change of parameter, Change-point problems: bibliography and review

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