Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope (Q302096)
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scientific article; zbMATH DE number 6600649
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| English | Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope |
scientific article; zbMATH DE number 6600649 |
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Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope (English)
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4 July 2016
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change point
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hypothesis testing
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unknown break date
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Wald tests
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supremum statistics
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0.8133184313774109
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0.7859232425689697
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0.7856167554855347
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0.7801190614700317
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0.7780242562294006
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