ANOTHER NUMERICAL METHOD OF FINDING CRITICAL VALUES FOR THE ANDREWS STABILITY TEST
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Publication:3224043
DOI10.1017/S0266466611000314zbMath1442.62006MaRDI QIDQ3224043
Stanislav Anatolyev, Grigory Kosenok
Publication date: 29 March 2012
Published in: Econometric Theory (Search for Journal in Brave)
62-08: Computational methods for problems pertaining to statistics
62F03: Parametric hypothesis testing
60J65: Brownian motion
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