Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (Q6152637)
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scientific article; zbMATH DE number 7803959
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| English | Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach |
scientific article; zbMATH DE number 7803959 |
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Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (English)
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13 February 2024
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change-point testing
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CUSUM process
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parameter constancy
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studentization
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