ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS (Q5199502): Difference between revisions

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+MaRDI publication profile
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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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+Two-Sample Tests of Cramér--von Mises- and Kolmogorov--Smirnov-Type for Randomly Censored Data
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+THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS
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+On studentizing a test for structural change
@@ Property / cites work: On studentizing a test for structural change / rank @@
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+Limiting distributions of least squares estimates of unstable autoregressive processes
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+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
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+STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL  VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS
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+Testing the Constancy of Regression Relationships Over Time Using Least Squares Residuals
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+On the cusum of squares test for variance change in nonstationary and nonparametric time series models
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+Q3911791
@@ Property / cites work: Q3911791 / rank @@
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+https://doi.org/10.1017/s0266466610000563
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+W2113765997
@@ Property / OpenAlex ID: W2113765997 / rank @@
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