Testing for the Presence of a Random Walk in Series with Structural Breaks
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Publication:2740101
DOI10.1111/1467-9892.00216zbMath0972.62071OpenAlexW3023961439MaRDI QIDQ2740101
No author found.
Publication date: 16 September 2001
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: http://eprints.lse.ac.uk/6870/
Brownian bridgeunobserved componentsstructural time series modelsintervention analysislocally best invariant testsCramer-von Mises distribution
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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