The generalized fluctuation test: A unifying view (Q4853092): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/07474939508800311 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1971790567 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests for Parameter Instability and Structural Change With Unknown Change Point / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal changepoint tests for normal linear regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Use of MOSUMS for Quality Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5560061 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests of Equality Between Sets of Coefficients in Two Linear Regressions / rank
 
Normal rank
Property / cites work
 
Property / cites work: MOSUM tests for parameter constancy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation in the Presence of Stochastic Parameter Variation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4127104 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Asymptotic Distribution of the Range of Sums of Independent Random Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5624436 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for Structural Change in Dynamic Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3274495 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Exact Test for the Presence of Random Walk Coefficients in a Linear Regression Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the distribution of some test statistics for coefficient constancy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lead-Lag Relations, Exogeneity and Prediction of Economic Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for the Constancy of Parameters Over Time / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Cusum Test with Ols Residuals / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new test for structural stability in the linear regression model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic theory of some tests for a possible change in the regression slope occurring at an unknown time point / rank
 
Normal rank
Property / cites work
 
Property / cites work: Radon-Nikodym Derivatives of Gaussian Measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3395931 / rank
 
Normal rank

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)
    0 references
    0 references
    0 references
    5 March 1996
    0 references
    CUSUM
    0 references
    MOSUM
    0 references
    Brownian bridge
    0 references
    functional central limit theorem
    0 references
    generalized fluctuation test
    0 references
    moving-estimates test
    0 references
    range test
    0 references
    recursive estimate
    0 references
    recursive-estimates test
    0 references
    structural change
    0 references
    Wiener process
    0 references
    tests for parameter constancy
    0 references
    unified asymptotic result
    0 references
    moving estimates
    0 references
    simulations
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references