Journal of Korean Society for Quality Management (품질경영학회지)
- Volume 16 Issue 2
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- Pages.68-81
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- 1988
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- 1229-1889(pISSN)
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- 2287-9005(eISSN)
A Change Point Problem in the Regression Model When the Errors are Correlated
- Cho, Sinsup (Department of Computer Science and Statistics, SNU) ;
- Cho, Kwan Ho (Department of Computer Science and Statistics, SNU) ;
- Song, Moon Sup (Department of Computer Science and Statistics, SNU)
- Published : 1988.11.25
Abstract
Testing procedures for a detection of change point in the regression model with correlated errors are discussed. A Bayesian approach is adopted and applied to a regression model with errors following an AR(1) model.
Keywords