Change-point monitoring in linear models

, both methods have correct asymptotic size and detect a change with probability approaching unity. The methods are illustrated and compared in a small simulation study. Copyright Royal Economic Society 2006

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Year of publication:	2006
Authors:	Aue, Alexander ; Horváth, Lajos ; Hušková, Marie ; Kokoszka, Piotr
Published in:	Econometrics Journal. - Royal Economic Society - RES. - Vol. 9.2006, 3, p. 373-403
Publisher:	Royal Economic Society - RES

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

Persistent link: https://www.econbiz.de/10005100158