Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope (Q302096)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope |
scientific article |
Statements
Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope (English)
0 references
4 July 2016
0 references
change point
0 references
hypothesis testing
0 references
unknown break date
0 references
Wald tests
0 references
supremum statistics
0 references
0 references
0 references
0 references
0 references