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Detection of a change-point in student-t linear regression models

Year of publication:
2006
Authors: Osorio, Felipe ; Galea, Manuel
Published in:
Statistical Papers. - Springer. - Vol. 47.2006, 1, p. 31-48
Publisher: Springer
Subject: Change-point | Student-t model | regression model | Schwarz information criterion
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text/html
Type of publication: Article
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10008533921
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