Testing for structural change in a mixture of linear regressions
Over the last years, several structural change tests have been extended to monitoring of linear regression models where new data arrive over time. In this work, we derive a new procedure for the problem testing for structural change in a mixture of linear regressions. In this procedure, the paramete...
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| Format: | conferencePoster |
| Language: | eng |
| Published: |
2006
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| Online Access: | http://hdl.handle.net/1822/5731 |
| Country: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/5731 |