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

Testing procedure for testing a change in a linear regression with equidistant design is considered. Limit distribution for "over-all" maximum-type test statistics under assumption of no change is given.

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Year of publication:	2003
Authors:	Jarusková, Daniela
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 64.2003, 1, p. 89-95
Publisher:	Elsevier
Keywords:	Change in regression Maximum-type test statistic Asymptotic distribution Extremes of [chi]2 processes

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223361