MOSUM tests for parameter constancy (Q4851510): Difference between revisions
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| Property / DOI: 10.1093/biomet/82.3.603 / rank | |||
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| Property / author: Chia-Shang James Chu / rank | |||
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| Property / author: Chung-Ming Kuan / rank | |||
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| Property / author: Chia-Shang James Chu / rank | |||
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| Property / author: Chung-Ming Kuan / rank | |||
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| Property / OpenAlex ID: W1991965391 / rank | |||
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| Property / DOI: 10.1093/BIOMET/82.3.603 / rank | |||
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Latest revision as of 15:16, 30 December 2024
scientific article; zbMATH DE number 804237
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MOSUM tests for parameter constancy |
scientific article; zbMATH DE number 804237 |
Statements
MOSUM tests for parameter constancy (English)
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10 October 1995
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tests for structural change
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Brownian bridge
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CUSUM
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Wiener process
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tables
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moving sums
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least-squares residuals
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asymptotical critical values
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MOSUM test
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recursive residuals
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moving-estimates test
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