Alternative boundaries for CUSUM tests
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Publication:1880300
DOI10.1007/BF02778274zbMath1050.62075WikidataQ57263856 ScholiaQ57263856MaRDI QIDQ1880300
Publication date: 22 September 2004
Published in: Statistical Papers (Search for Journal in Brave)
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Uses Software
Cites Work
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- Range vs. maximum in the OLS-based version of the CUSUM test
- Boundary crossing probability for Brownian motion
- Testing for Structural Change in Dynamic Models
- The Cusum Test with Ols Residuals
- Boundary crossing probability for Brownian motion and general boundaries
- The generalized fluctuation test: A unifying view
- Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test