A bootstrap bias correction of long run fourth order moment estimation in the CUSUM of squares test (Q5107751)
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scientific article; zbMATH DE number 7194320
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bootstrap bias correction of long run fourth order moment estimation in the CUSUM of squares test |
scientific article; zbMATH DE number 7194320 |
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A bootstrap bias correction of long run fourth order moment estimation in the CUSUM of squares test (English)
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28 April 2020
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bias correction
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CUSUM of squares test
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structural breaks
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