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

@@ Property / Mathematics Subject Classification ID @@
+P30
@@ Property / Mathematics Subject Classification ID: 62P30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J05
@@ Property / Mathematics Subject Classification ID: 62J05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+L10
@@ Property / Mathematics Subject Classification ID: 62L10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6589305
@@ Property / zbMATH DE Number: 6589305 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+change point
@@ Property / zbMATH Keywords: change point / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+mean shift
@@ Property / zbMATH Keywords: mean shift / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+local asymptotic power
@@ Property / zbMATH Keywords: local asymptotic power / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+recursive residuals
@@ Property / zbMATH Keywords: recursive residuals / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dynamic models
@@ Property / zbMATH Keywords: dynamic models / rank @@
+Normal rank

Revision as of 20:46, 27 June 2023