Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times
type: Item
instance of: scholarly article
title: Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times
zbMATH Open document ID: 0679.62056
DOI: 10.1016/0304-4149(89)90045-8
published in: Stochastic Processes and their Applications
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 45B05
zbMATH DE Number: 4113783
zbMATH Keywords: change-point problem
zbMATH Keywords: Gaussian processes
zbMATH Keywords: distributions of stochastic integrals
zbMATH Keywords: Limit processes
zbMATH Keywords: partial sums of linear functions of regression residuals
zbMATH Keywords: functions of standard Brownian motion
zbMATH Keywords: Cramér-von Mises type functionals
zbMATH Keywords: partial sum processes
zbMATH Keywords: asymptotic forms of two- sided change detection statistics for linear regression models
zbMATH Keywords: weight sequences
zbMATH Keywords: Cramér-von Mises type stochastic integrals
zbMATH Keywords: harmonic regression
author: Venkata Jandhyala
author: Ian MacNeill
MaRDI profile type: Publication
full work available at URL: 0304-4149(89)90045-8
OpenAlex ID: W1999629533
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description: scientific article; zbMATH DE number 4113783