On the Performance of the Fluctuation Test for Structural Change (Q3518364)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Performance of the Fluctuation Test for Structural Change |
scientific article |
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On the Performance of the Fluctuation Test for Structural Change (English)
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7 August 2008
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approximate critical value
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fluctuation test
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heavy tail
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low moment
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monitoring procedure
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sequential change point test
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stopping time
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structural break
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