Testing for the Presence of a Random Walk in Series with Structural Breaks (Q2740101): Difference between revisions
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Revision as of 08:18, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for the Presence of a Random Walk in Series with Structural Breaks |
scientific article |
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Testing for the Presence of a Random Walk in Series with Structural Breaks (English)
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16 September 2001
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Brownian bridge
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Cramer-von Mises distribution
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intervention analysis
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locally best invariant tests
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structural time series models
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unobserved components
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