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Change detection in the slope parameter of a linear regression model

In: Tatra Mountains Mathematical Publications, vol. 39, no. 1
Alena Koubková
Detaily:
Rok, strany: 2008, 245 - 253
O článku:
In sequentially coming data following a linear regression model, we propose a test procedure based on weighted sum of $L1$-residuals, to detect a change in the regression parameter, when training data with no change are available. The assymptotic properties are derived and checked in simulations.
Ako citovať:
ISO 690:
Koubková, A. 2008. Change detection in the slope parameter of a linear regression model. In Tatra Mountains Mathematical Publications, vol. 39, no.1, pp. 245-253. 1210-3195.

APA:
Koubková, A. (2008). Change detection in the slope parameter of a linear regression model. Tatra Mountains Mathematical Publications, 39(1), 245-253. 1210-3195.