MOSUM tests for parameter constancy (Q4851510)
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scientific article; zbMATH DE number 804237
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MOSUM tests for parameter constancy |
scientific article; zbMATH DE number 804237 |
Statements
MOSUM tests for parameter constancy (English)
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10 October 1995
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tests for structural change
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Brownian bridge
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CUSUM
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Wiener process
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tables
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moving sums
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least-squares residuals
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asymptotical critical values
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MOSUM test
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recursive residuals
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moving-estimates test
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