Change point monitoring in linear models
Aue, Alexander Et al.
Change point monitoring in linear models J5711 2006 - 2006 - 373-403 V. 09 Issue. 3
Econometrics
Heteroskedastic errors;Linear model;Prediction errors;Online change point detection;Residuals;
Change point monitoring in linear models J5711 2006 - 2006 - 373-403 V. 09 Issue. 3
Econometrics
Heteroskedastic errors;Linear model;Prediction errors;Online change point detection;Residuals;