Testing for the Constancy of Parameters Over Time (Q3833416)
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scientific article; zbMATH DE number 4109835
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Testing for the Constancy of Parameters Over Time |
scientific article; zbMATH DE number 4109835 |
Statements
1989
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change-point problem
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time-varying parameters
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weak convergence of stochastic processes
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locally most powerful test
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martingale-type alternative
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cumulative sums of the score function
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derivative of the log-likelihood
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Testing for the Constancy of Parameters Over Time (English)
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0.8834226727485657
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0.817366361618042
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0.8153209090232849
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0.8106424808502197
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0.8097890019416809
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