The generalized fluctuation test: A unifying view (Q4853092)
From MaRDI portal
scientific article; zbMATH DE number 809344
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The generalized fluctuation test: A unifying view |
scientific article; zbMATH DE number 809344 |
Statements
The generalized fluctuation test: A unifying view (English)
0 references
5 March 1996
0 references
CUSUM
0 references
MOSUM
0 references
Brownian bridge
0 references
functional central limit theorem
0 references
generalized fluctuation test
0 references
moving-estimates test
0 references
range test
0 references
recursive estimate
0 references
recursive-estimates test
0 references
structural change
0 references
Wiener process
0 references
tests for parameter constancy
0 references
unified asymptotic result
0 references
moving estimates
0 references
simulations
0 references
0 references
0 references
