Asymptotic and bootstrap tests for a change in autoregression omitting variability estimation (Q2419623)
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scientific article; zbMATH DE number 7066171
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| English | Asymptotic and bootstrap tests for a change in autoregression omitting variability estimation |
scientific article; zbMATH DE number 7066171 |
Statements
Asymptotic and bootstrap tests for a change in autoregression omitting variability estimation (English)
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14 June 2019
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change point
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structural change
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change in autoregression
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hypothesis testing
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bootstrap
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ratio type statistic
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variance estimation free test
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0.8337685465812683
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0.833198606967926
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0.8322431445121765
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0.823601484298706
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0.8194469809532166
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