Linear regression models for de facto exchange rate regime classification are complemented by inferential techniques for evaluating the stability of the regimes. To simultaneously...
Many real-time systems evolve over time due to new requirements and technology improvements. Each revision requires regression testing to ensure that existing functionality is not...
We consider switching regression models with independent or Markov-dependent regime. Based on the modified likelihood ratio test (LRT) statistic by Chen, Chen and Kalbfleisch (200...
Abstract. Different kinds of unit testing activities are used in practice. Organised unit testing (regression testing or test-first activities) are very popular in commercial pract...
An algorithm for time-adaptive quantile regression is presented. The algorithm is based on the simplex algorithm, and the linear optimization formulation of the quantile regressio...