Change-points of linear regression coefficients: Retrospective detection

被引：0
|
作者：
Darkhovskii, BS [1 ]
机构：
[1] Russian Acad Sci, Inst Syst Anal, Moscow, Russia
来源：
AUTOMATION AND REMOTE CONTROL | 1998年 / 59卷 / 08期
关键词：
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The change-points for certain linear regression coefficients are estimated through a system of linearly independent functions from observations by adding a random mixing sequence do deterministic signals. A detection method is designed and its consistency is demonstrated.
引用
收藏
页码：1201 / 1204
页数：4
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