Non‐parametric detection and estimation of structural change (Q5093192)
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scientific article; zbMATH DE number 7563343
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non‐parametric detection and estimation of structural change |
scientific article; zbMATH DE number 7563343 |
Statements
Non‐parametric detection and estimation of structural change (English)
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26 July 2022
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estimation
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generalized likelihood ratio
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locally stationary
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non-parametric
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structural change
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testing
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time series regression
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time varying
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0.9125203
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0.90912265
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0.9080152
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0.90142894
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