A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change (Q290950): Difference between revisions

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Latest revision as of 03:13, 12 July 2024

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A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change
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    A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change (English)
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    3 June 2016
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    change point
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    mean shift
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    local asymptotic power
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    recursive residuals
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    dynamic models
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