On the distribution of some test statistics for coefficient constancy

DOI10.1093/BIOMET/76.1.169MaRDI QIDQ3814542zbMATH OpenOpenAlexFDO

Authors Stephen Leybourne, Brendan McCabe

Publication date 1989

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/76.1.169

zbMATH Keywords

Brownian bridgeBrownian motionlocally best invariant test for coefficient constancymixing processpartial sum processrandom walk alternativeregression modelweak convergence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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