Testing for parameter constancy in general causal time-series models (Q2931597)
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scientific article; zbMATH DE number 6374180
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| default for all languages | No label defined |
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| English | Testing for parameter constancy in general causal time-series models |
scientific article; zbMATH DE number 6374180 |
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Testing for parameter constancy in general causal time-series models (English)
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26 November 2014
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semiparametric test
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change of parameters
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causal processes
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quasi-maximum likelihood estimator
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weak convergence
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0.9330906271934508
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0.8576468825340271
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0.8397600054740906
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0.8348451852798462
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0.8323796987533569
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