Strong rules for detecting the number of breaks in a time series (Q1414624)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong rules for detecting the number of breaks in a time series |
scientific article |
Statements
Strong rules for detecting the number of breaks in a time series (English)
0 references
4 December 2003
0 references
Brownian bridge
0 references
Law of the iterated logarithm
0 references
Multiple structural breaks
0 references
Sequential hypothesis testing
0 references
0 references
0 references
