Asymptotic distribution of a statistic testing a change in simple linear regression with equidistant design-Reference-Cited by-同舟云学术

Asymptotic distribution of a statistic testing a change in simple linear regression with equidistant design

Published:2003-08 Issue:1 Volume:64 Page:89-95
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Jarušková Daniela

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference8 articles.

1. Albin, J.M.P., Carlsson, B., Jarušková, D., 2001. On the asymptotic distribution of a stochastic for test of appearance of linear trend. Extremes, submitted for publication.

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3. The likelihood ratio test for a change-point in simple linear regression;Kim;Biometrika,1989

4. A new law of the iterated logarithm in Rd with application to matrix-normalized sums of random vectors;Koval;J. Theoret. Probab.,2002

5. Upcrossing probabilities for stationary Gaussian processes;Pickands;Trans. Amer. Math. Soc.,1969

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