Acknowledgment of priority concerning: Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative

DOI10.1214/AOS/1176325384zbMath0795.62078OpenAlexW1978424508MaRDI QIDQ1327858

Seiji Nabeya, Katsuto Tanaka

Publication date: 13 September 1994

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176325384

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sums of independent random variables; random walks (60G50)

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