Multiple hypothesis test for parameter constancy based on recursive residuals (Q4355161)
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scientific article; zbMATH DE number 1062701
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| default for all languages | No label defined |
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| English | Multiple hypothesis test for parameter constancy based on recursive residuals |
scientific article; zbMATH DE number 1062701 |
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Multiple hypothesis test for parameter constancy based on recursive residuals (English)
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17 September 1997
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multiple hypothesis testing
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structural change
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CUSUM test
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recursive \(t\) test
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0.8022514581680298
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0.8006247282028198
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0.797840416431427
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0.7968263626098633
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0.7941253781318665
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