Non‐parametric detection and estimation of structural change (Q5093192)
From MaRDI portal
scientific article; zbMATH DE number 7563343
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non‐parametric detection and estimation of structural change |
scientific article; zbMATH DE number 7563343 |
Statements
Non‐parametric detection and estimation of structural change (English)
0 references
26 July 2022
0 references
estimation
0 references
generalized likelihood ratio
0 references
locally stationary
0 references
non-parametric
0 references
structural change
0 references
testing
0 references
time series regression
0 references
time varying
0 references
