Structural Change Analysis in Linear Regression Model

 

में बचाया:
ग्रंथसूची विवरण
लेखकों: Pérez Salvador, Blanca Rosa, García Salazar, María Guadalupe
स्वरूप: artículo original
स्थिति:Versión publicada
प्रकाशन तिथि:2010
विवरण:Assuming that the observations are from normal distribution we obtain de distribution of the maximum likelihood ratio test if there is a change in the parameters at an unknown time and we find the maximum likehood estimators of the time change too.
देश:Portal de Revistas UCR
संस्थान:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
भाषा:Español
OAI Identifier:oai:portal.ucr.ac.cr:article/2126
ऑनलाइन पहुंच:https://revistas.ucr.ac.cr/index.php/matematica/article/view/2126
संकेत शब्द:Structural changes
change point
linear model
maximum likelihood estimators
test
Cambio estructural
punto de cambio
modelos lineales
estimadores
pruebas de máxima verosimilitud