Alternative boundaries for CUSUM tests

DOI10.1007/BF02778274zbMath1050.62075WikidataQ57263856 ScholiaQ57263856MaRDI QIDQ1880300

Achim Zeileis

Publication date: 22 September 2004

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

structural changeCUSUM test

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (9)

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Uses Software

• strucchange

Cites Work

• Unnamed Item
• Range vs. maximum in the OLS-based version of the CUSUM test
• Boundary crossing probability for Brownian motion
• Testing for Structural Change in Dynamic Models
• The Cusum Test with Ols Residuals
• Boundary crossing probability for Brownian motion and general boundaries
• The generalized fluctuation test: A unifying view
• Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test

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