On the distribution of some test statistics for coefficient constancy

DOI10.1093/biomet/76.1.169zbMath0664.62013OpenAlexW1995702228MaRDI QIDQ3814542

Stephen J. Leybourne, B. P. M. 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

weak convergenceBrownian motionpartial sum processBrownian bridgeregression modelmixing processlocally best invariant test for coefficient constancyrandom walk alternative

Mathematics Subject Classification ID

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

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