Pages that link to "Item:Q4354740"
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The following pages link to THE CUSUM TESTS WITH NONPARAMETRIC REGRESSION RESIDUALS (Q4354740):
Displaying 12 items.
- A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change (Q290950) (← links)
- Testing structural change in time-series nonparametric regression models (Q660069) (← links)
- The monitoring test for the stability of regression models with nonstationary regressors (Q1046290) (← links)
- The CUSUM test based on least squares residuals in regressions with integrated variables (Q1311292) (← links)
- The CUSUM of squares test for the stability of regression models with non-stationary regressors (Q1934863) (← links)
- Consistent nonparametric change point detection combining CUSUM and marked empirical processes (Q2188476) (← links)
- Nonparametric comparison of several transformations of distribution functions (Q2863039) (← links)
- Testing for a change of the innovation distribution in nonparametric autoregression: the sequential empirical process approach (Q2868867) (← links)
- Testing for parameter stability in nonlinear autoregressive models (Q2931587) (← links)
- The Cusum Test for Parameter Change in Regression Models with ARCH Errors (Q4668513) (← links)
- CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS (Q5218424) (← links)
- On Theil's errors (Q5706717) (← links)