Empirical likelihood for break detection in time series (Q391854)
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scientific article; zbMATH DE number 6244527
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Empirical likelihood for break detection in time series |
scientific article; zbMATH DE number 6244527 |
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Empirical likelihood for break detection in time series (English)
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13 January 2014
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estimating equations
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level shift
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likelihood ratio test
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structural change
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0.8129549622535706
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0.8123288750648499
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0.8097730875015259
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0.7858911156654358
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0.7853454947471619
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