Change-point monitoring in linear models

Econometrics Journal

Volumn 9, Issue 3, 2006, Pages 373-403

  Aue, Alexander ^a   Horváth, Lajos ^b   Hušková, Marie ^c   Kokoszka, Piotr ^d  

^a CLEMSON UNIVERSITY   (United States)

^b UNIVERSITY OF UTAH   (United States)

^c CHARLES UNIVERSITY   (Czech Republic)

^d UTAH STATE UNIVERSITY   (United States)

Author keywords

Heteroskedastic errors; Linear model; On line change point detection; Prediction errors; Residuals

Indexed keywords

EID: 33750528759     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2006.00190.x     Document Type: Article

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