A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change (Q290950)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change |
scientific article |
Statements
A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change (English)
0 references
3 June 2016
0 references
change point
0 references
mean shift
0 references
local asymptotic power
0 references
recursive residuals
0 references
dynamic models
0 references
