A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change (Q290950)
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scientific article; zbMATH DE number 6589305
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change |
scientific article; zbMATH DE number 6589305 |
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A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change (English)
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3 June 2016
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change point
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mean shift
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local asymptotic power
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recursive residuals
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dynamic models
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