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

Daniela Jarusková

Statistics & Probability Letters, 2003, vol. 64, issue 1, 89-95

Abstract: 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.

Keywords: Change; in; regression; Maximum-type; test; statistic; Asymptotic; distribution; Extremes; of; [chi]2; processes (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (1)

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