Local Fourier tests for structural change based on residuals (Q2980048)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local Fourier tests for structural change based on residuals |
scientific article |
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Local Fourier tests for structural change based on residuals (English)
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27 April 2017
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Brownian bridge process
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change-point model
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CUSUM
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local Fourier estimator
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MOSUM
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moving estimate
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sample Fourier coefficients
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stochastic process
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0.86231196
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0.8498503
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0.8408129
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