A confidence interval test for the detection of structural breaks

DOI10.1016/J.JFRANKLIN.2011.04.008zbMATH Open1226.62078OpenAlexW2032750585MaRDI QIDQ647992FDOQ647992

Ismail H. Genc, Mohammad Arzaghi

Publication date: 22 November 2011

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2011.04.008

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Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Parametric tolerance and confidence regions (62F25) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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Cited In (3)

• Using Chernoff’s Bounding Method for High-Performance Structural Break Detection and Forecast Error Reduction
• Title not available (Why is that?)
• SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS

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