A confidence interval test for the detection of structural breaks
From MaRDI portal
Publication:647992
DOI10.1016/j.jfranklin.2011.04.008zbMath1226.62078MaRDI QIDQ647992
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
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F25: Parametric tolerance and confidence regions
62P05: Applications of statistics to actuarial sciences and financial mathematics
62F03: Parametric hypothesis testing
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