Simultaneous Model Change Detection in Multivariate Linear Regression With Application to Indonesian Economic Growth Data

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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Bibliographic Details
Main Authors: Wayan Somayasa, Muhammad Kabil Djafar, Norma Muhtar, Desak Ketut Sutiari
Format: Article
Language:English
Published: Wiley 2024-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2024/4499481
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