Simultaneous Model Change Detection in Multivariate Linear Regression With Application to Indonesian Economic Growth Data
In this paper, we study asymptotic model change detection in multivariate linear regression by using the Kolmogorov–Smirnov function of the partial sum process of recursive residuals. We approximate the rejection region and also the power function of the test by establishing a functional central lim...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2024-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2024/4499481 |
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