Change‐point monitoring in linear models

DOI10.1111/j.1368-423X.2006.00190.xzbMath1106.62067OpenAlexW2109148873MaRDI QIDQ3422390

Alexander Aue, Marie Hušková, Lajos Horváth, Piotr S. Kokoszka

Publication date: 13 February 2007

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2006.00190.x

zbMATH Keywords

residualsheteroskedastic errorsprediction errorson-line change-point detection

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

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