Schwarz information criterion based tests for a change-point in regression models

Statistical Papers

Volumn 51, Issue 4, 2010, Pages 915-929

  Nosek, Konrad ^a  

^a AGH UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Poland)

Author keywords

Change point; Comparison of power; Consistent test; Incremental exercise test; SIC

Indexed keywords

EID: 78650514825     PISSN: 09325026     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00362-008-0186-4     Document Type: Article

References (10)

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