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Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach - MaRDI portal

Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (Q6152637)

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scientific article; zbMATH DE number 7803959
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Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach
scientific article; zbMATH DE number 7803959

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    Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (English)
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    13 February 2024
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    change-point testing
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    CUSUM process
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    parameter constancy
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    studentization
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