Test for parameter change based on the estimator minimizing density-based divergence meas\-ures (Q2501357)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Test for parameter change based on the estimator minimizing density-based divergence meas\-ures |
scientific article |
Statements
Test for parameter change based on the estimator minimizing density-based divergence meas\-ures (English)
0 references
6 September 2006
0 references
test for parameter changes
0 references
CUSUM test
0 references
density-based divergence measures
0 references
robustness property
0 references
weak convergence
0 references
Brownian bridge
0 references
tables
0 references
0 references
0 references
