Test for parameter change in stochastic processes based on conditional least-squares estimator (Q1776876)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Test for parameter change in stochastic processes based on conditional least-squares estimator |
scientific article |
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Test for parameter change in stochastic processes based on conditional least-squares estimator (English)
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12 May 2005
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Test for parameter change
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Cusum test
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Nonlinear autoregressive model
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Conditional least-squares estimator
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Weak convergence
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Brownian bridge
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