THE CUSUM TESTS WITH NONPARAMETRIC REGRESSION RESIDUALS (Q4354740)

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scientific article; zbMATH DE number 1062033
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THE CUSUM TESTS WITH NONPARAMETRIC REGRESSION RESIDUALS
scientific article; zbMATH DE number 1062033

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    THE CUSUM TESTS WITH NONPARAMETRIC REGRESSION RESIDUALS (English)
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    31 January 2000
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    Nadaraya-Watson kernel estimator
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    Brownian bridge
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    local polynomial regression
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    absolutely regular process
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    uniformly mixing process
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    exponential inequality
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    CUSUM tests
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    structural stability
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    nonparametric regression
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