Testing for Breaks in Regression Models with Dependent Data

DOI10.1007/978-3-319-41582-6_3zbMATH Open1366.62065OpenAlexW2226728435MaRDI QIDQ5280075FDOQ5280075

Authors: Violetta Dalla, Javier Hidalgo 

Publication date: 20 July 2017

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: http://sticerd.lse.ac.uk/dps/em/em584.pdf

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zbMATH Keywords

nonparametric regressionregression modelsdependent datastrong dependenceGumbel distributionfrequency domain bootstrap algorithmsbreaks/smoothnessextreme-values distribution

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

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• Specification testing for regression models with dependent data

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