Variance Estimation Free Tests for Structural Changes in Regression

Author:

Peštová Barbora,Pešta Michal

Publisher

Springer International Publishing

Reference15 articles.

1. Antoch, J., & Hušková, M. (2003). Detection of structural changes in regression. Tatra Mountains Mathematical Publications, 26, 201–215.

2. Aue, A., Horváth, L., Hušková, M., & Kokoszka, P. (2008). Testing for changes in polynomial regression. Bernoulli, 14(3), 637–660

3. Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.

4. Chow, Y.S., & Teicher, H. (2003). Probability theory: Independence, interchangeability, martingales (3rd edn.). New York: Springer.

5. Horváth, L., Horváth, Z., & Hušková, M. (2008). Ratio tests for change point detection. In N. Balakrishnan, E. A. Peña, & M. J. Silvapulle (Eds.), Beyond parametrics in interdisciplinary research: Festschrift in honor of Professor Pranab K. Sen (Vol. 1, pp. 293–304). Beachwood, OH: IMS Collections.

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