RESIDUAL PARTIAL SUM LIMIT PROCESS FOR REGRESSION-MODELS WITH APPLICATIONS TO DETECTING PARAMETER CHANGES AT UNKNOWN TIMES

被引：27

作者：

JANDHYALA, VK ^{[1
]}

MACNEILL, IB ^{[1
]}

机构：

[1] UNIV WESTERN ONTARIO,DEPT STAT & ACTUARIAL SCI,LONDON N6A 5B9,ONTARIO,CANADA

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1989年 / 33卷 / 02期

关键词：

D O I：

10.1016/0304-4149(89)90045-8

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：309 / 323

页数：15

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[9] PROPERTIES OF SEQUENCES OF PARTIAL SUMS OF POLYNOMIAL REGRESSION RESIDUALS WITH APPLICATIONS TO TESTS FOR CHANGE OF REGRESSION AT UNKNOWN TIMES [J].

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