The generalized fluctuation test: A unifying view (Q4853092)
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scientific article; zbMATH DE number 809344
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| default for all languages | No label defined |
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| English | The generalized fluctuation test: A unifying view |
scientific article; zbMATH DE number 809344 |
Statements
The generalized fluctuation test: A unifying view (English)
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5 March 1996
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CUSUM
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MOSUM
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Brownian bridge
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functional central limit theorem
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generalized fluctuation test
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moving-estimates test
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range test
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recursive estimate
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recursive-estimates test
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structural change
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Wiener process
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tests for parameter constancy
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unified asymptotic result
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moving estimates
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simulations
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0.8379712104797363
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0.8379712104797363
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0.8245145678520203
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0.7923761606216431
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0.7836564779281616
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