MOSUM tests for parameter constancy (Q4851510): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:29, 8 February 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)
0 references
10 October 1995
0 references
tests for structural change
0 references
Brownian bridge
0 references
CUSUM
0 references
Wiener process
0 references
tables
0 references
moving sums
0 references
least-squares residuals
0 references
asymptotical critical values
0 references
MOSUM test
0 references
recursive residuals
0 references
moving-estimates test
0 references
