Testing structural change in time-series nonparametric regression models
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Publication:660069
DOI10.4310/SII.2008.v1.n2.a12zbMath1230.62057MaRDI QIDQ660069
Publication date: 25 January 2012
Published in: Statistics and Its Interface (Search for Journal in Brave)
functional central limit theorem; nonparametric regression; structural change; CUSUM test; strong mixing processes
62G08: Nonparametric regression and quantile regression
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62G20: Asymptotic properties of nonparametric inference
62G09: Nonparametric statistical resampling methods
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