A simple test for parameter constancy in a nonlinear time series regression model (Q1206328): Difference between revisions
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| Property / cites work: Asymptotic Properties of Non-Linear Least Squares Estimators / rank | |||
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Latest revision as of 14:30, 17 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple test for parameter constancy in a nonlinear time series regression model |
scientific article |
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A simple test for parameter constancy in a nonlinear time series regression model (English)
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1 April 1993
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nonlinear time series regression model
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test for parameter constancy
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random walk
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normality
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first order Taylor series expansion
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asymptotic distribution
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