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Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope - MaRDI portal

Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope (Q302096)

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scientific article; zbMATH DE number 6600649
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Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope
scientific article; zbMATH DE number 6600649

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    Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope (English)
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    4 July 2016
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    change point
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    hypothesis testing
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    unknown break date
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    Wald tests
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    supremum statistics
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