A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change (Q290950)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change |
scientific article; zbMATH DE number 6589305
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change |
scientific article; zbMATH DE number 6589305 |
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
0 references
0 references
0 references
0.8166009783744812
0 references
0.8160312175750732
0 references
0.8155225515365601
0 references
0.815522313117981
0 references
0.8153131604194641
0 references
