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

Statistical Papers

Volumn 47, Issue 1, 2006, Pages 31-48

  Osorio, Felipe ^a   Galea, Manuel ^a  

^a UNIVERSIDAD DE VALPARAÍSO   (Chile)

Author keywords

Change point; Regression model; Schwarz information criterion; Student t model

Indexed keywords

EID: 33750373612     PISSN: 09325026     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00362-005-0271-x     Document Type: Article

References (13)

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