Asymptotic theory of some tests for a possible change in the regression slope occurring at an unknown time point
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Publication:3206163
DOI10.1007/BF00531606zbMath0416.62066OpenAlexW1988036014MaRDI QIDQ3206163
Publication date: 1980
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00531606
invariance principlesrank order statisticsasymptotic theorytesting proceduresleast squares estimatorschange in regression slope
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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