A confidence interval test for the detection of structural breaks

DOI10.1016/J.JFRANKLIN.2011.04.008MaRDI QIDQ647992zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cited in

(3)

• SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS
• scientific article; zbMATH DE number 7218949 (Why is no real title available?)
• Using Chernoff’s Bounding Method for High-Performance Structural Break Detection and Forecast Error Reduction

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