Previous |  Up |  Next


[1] J. Antoch, M. Hušková: Some M-tests for detection of a change in linear models. In: Proceedings of the Fourth Prague Symposium on Asymptotic Statistics (P. Mandl, M. Hušková, eds.), Charles University, Prague 1989, pp. 123-136. MR 1051432
[2] R. L. Brown J. Durbin, J. M. Evans: Techniques for testing the constancy of regression relationships over time (with discussion). J. Roy. Statist. Soc. Ser. B 37 (1975), 149-182. MR 0378310
[3] M. Csörgö, L. Horváth: Nonparametric methods for changepoint problems. Handbook of Statistics, vol. 7 (P. R. Krishnaiah and C. R. Rao, eds.). North Holland, Amsterdam 1988, pp. 403-425. MR 0831704
[4] D. A. Darling, P. Erdös: A limit theorem for the maximum of normalized sums of independent random variables. Duke Math. J. 23 (1956), 143-155. MR 0074712
[5] P. Hackl: Testing the Constancy of Regression Models over Time. Vandenhoeck and Ruprecht, Gottingen 1980. MR 0587311 | Zbl 0435.62089
[6] M. Hušková: Stochastic approximation type estimators in linear models. Submitted, 1989.
[7] M. Hušková: Recursive M-tests for change point problem. In: Structural Change: Analysis and Forecasting (A. H. Westlund, ed.), School of Economics, Stockholm 1989.
[8] M. Hušková, P. K. Sen: Nonparametric tests for shift and change in regression at an unknown time point. In: The Future of the World Economy: Economic Growth and Structural Changes (P. Hackl, ed.), Springer-Verlag, Berlin-Heidelberg-New York 1989, pp. 73-87.
[9] P. R. Krishnaiah, B. Q. Miao: Review estimates about change point. Handbook of Statistics, vol. 7 (P. R. Krishnaiah and C R. Rao, eds.). North Holland, Amsterdam 1988, pp. 390-402.
[10] V. V.Petrov: Sums of Independent Random Variables. Springer-Verlag, Berlin-Heidelberg - New York 1975. MR 0388499 | Zbl 0336.60050
[11] P. K. Sen: Recursive M-tests for the constancy of multivariate regression relationships overtime. Sequential Anal. 5(1984), 191 - 211. MR 0783036
[12] S. Zacks: Survey of classical and Bayesian approaches to the change point problem: fixed sample and sequential procedures of testing and estimation. In: Recent Advances in Statistics. Papers in Honour of Herman Chernoff's Sixtieth Birthday, Acad. Press, New York, 1983, pp. 245-269. MR 0736536 | Zbl 0563.62062
Partner of
EuDML logo