Approximations to the \(p\)-values of tests for a change-point under non-standard conditions (Q5222416)
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scientific article; zbMATH DE number 7184680
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| English | Approximations to the \(p\)-values of tests for a change-point under non-standard conditions |
scientific article; zbMATH DE number 7184680 |
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Approximations to the<i>p</i>-values of tests for a change-point under non-standard conditions (English)
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1 April 2020
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change-point
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regression
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likelihood ratio test
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Lagrange multiplier test
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sup-F test
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time trend regressor
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correlated errors
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heteroskedastic errors
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simulation
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bootstrap
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0.8207547068595886
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0.8187496662139893
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0.815118670463562
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0.8105150461196899
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0.7967856526374817
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