Darling-Erdös-type test for change detection in parameters and variance for stationary VAR models (Q2980079)
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scientific article; zbMATH DE number 6708635
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| English | Darling-Erdös-type test for change detection in parameters and variance for stationary VAR models |
scientific article; zbMATH DE number 6708635 |
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Darling-Erdös-type test for change detection in parameters and variance for stationary VAR models (English)
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27 April 2017
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hypotheses testing
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change detection
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stationary VAR models
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Gumbel distribution
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0.8884359
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0.8777697
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0.8738594
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0.86798865
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0.8678698
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0.8677789
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0.86579114
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0.8656796
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