Some invariant test procedures for detection of structural changes

0410513 20240903170614.020060210235959.9 Some invariant test procedures for detection of structural changes 14 s. cav_un_epca*02971630023-5954Kybernetika364 (2000)401-414Ústav teorie informace a automatizace AV ČR, v. v. i. cav_un_auth*0101112 Hušková Marie UTIA-B Ústav teorie informace a automatizace AV ČR, v. v. i. 12A 113200008 MSM CZ cav_un_auth*0212931 161/1999/BMAT/MFF GA UK CZ AV0Z1075907 Regression and scale invariant M-test procedures are developed for detection of structural changes in linear regression model. Their limit properties are studied under the null hypothesis. BA SI http://hdl.handle.net/11104/0130602 UTIA-B 20000229 2000 cav_un_epca*0297163 Kybernetika 0023-5954 Roč. 36 č. 4 2000 401 414 Ústav teorie informace a automatizace AV ČR, v. v. i.