We consider some tests to detect a change-point in a multiple linear regression model. The tests are based on the maxima of the weighted cumulative sums processes. The limit distributions may be double exponential or maxima of Gaussian processes depending on the set where the maximum of the weighted cumulative sums of residuals is taken. The design-points can be fixed or random. We also give a few applications of our results
summary:Recently Hu\v{s}ková (1998) has studied the least squares estimator of a change-point in gra...
summary:Recently Hu\v{s}ková (1998) has studied the least squares estimator of a change-point in gra...
We consider tests for multiple structural changes in linear regression models. The tests are based o...
We consider some tests to detect a change-point in a multiple linear regression model. The tests are...
We study methods for detecting change points in linear regression models. Motivated by statistics ar...
We study methods for detecting change points in linear regression models. Motivated by statistics ar...
AbstractIn this paper the problem of slope-change point in linear regression model is discussed with...
AbstractLimit processes for sequences of stochastic processes defined by partial sums of linear func...
In this dissertation, we consider an estimation problem of the regression coefficients in both multi...
AbstractWe study the detection of a possible change in a stationary autoregressive process of order ...
This thesis concerns dependence issues arising from nonparametric change-point analysis based on wei...
summary:The paper deals with the asymptotic distribution of the least squares estimator of a change ...
summary:The paper deals with the asymptotic distribution of the least squares estimator of a change ...
Limit processes for sequences of stochastic processes defined by partial sums of linear functions of...
© 2016, Institute of Mathematical Statistics. All rights reserved. The subject of this paper is the ...
summary:Recently Hu\v{s}ková (1998) has studied the least squares estimator of a change-point in gra...
summary:Recently Hu\v{s}ková (1998) has studied the least squares estimator of a change-point in gra...
We consider tests for multiple structural changes in linear regression models. The tests are based o...
We consider some tests to detect a change-point in a multiple linear regression model. The tests are...
We study methods for detecting change points in linear regression models. Motivated by statistics ar...
We study methods for detecting change points in linear regression models. Motivated by statistics ar...
AbstractIn this paper the problem of slope-change point in linear regression model is discussed with...
AbstractLimit processes for sequences of stochastic processes defined by partial sums of linear func...
In this dissertation, we consider an estimation problem of the regression coefficients in both multi...
AbstractWe study the detection of a possible change in a stationary autoregressive process of order ...
This thesis concerns dependence issues arising from nonparametric change-point analysis based on wei...
summary:The paper deals with the asymptotic distribution of the least squares estimator of a change ...
summary:The paper deals with the asymptotic distribution of the least squares estimator of a change ...
Limit processes for sequences of stochastic processes defined by partial sums of linear functions of...
© 2016, Institute of Mathematical Statistics. All rights reserved. The subject of this paper is the ...
summary:Recently Hu\v{s}ková (1998) has studied the least squares estimator of a change-point in gra...
summary:Recently Hu\v{s}ková (1998) has studied the least squares estimator of a change-point in gra...
We consider tests for multiple structural changes in linear regression models. The tests are based o...