On Testing for the Constancy of Regression Coefficients under Random Walk and Change-Point Alternatives
证明了在随机游走备择假设下检验回归系数恒定性的局部最优不变统计量与变点备择假设下的贝叶斯型统计量相同，并讨论了该统计量及更一般统计量的渐近理论。
The locally best invariant statistic to test for the constancy of regression coefficients under a random walk alternative is shown to be the same as a Bayesian-type statistic derived under a change-point alternative. Asymptotic theory for this and more general statistics is discussed.