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Latest revision as of 16:54, 23 May 2024

scientific article; zbMATH DE number 809344
Language Label Description Also known as
English
The generalized fluctuation test: A unifying view
scientific article; zbMATH DE number 809344

    Statements

    The generalized fluctuation test: A unifying view (English)
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    5 March 1996
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    CUSUM
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    MOSUM
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    Brownian bridge
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    functional central limit theorem
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    generalized fluctuation test
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    moving-estimates test
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    range test
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    recursive estimate
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    recursive-estimates test
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    structural change
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    Wiener process
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    tests for parameter constancy
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    unified asymptotic result
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    moving estimates
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    simulations
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