On the Performance of the Fluctuation Test for Structural Change
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Publication:3518364
DOI10.1080/07474940801989087zbMath1274.62513OpenAlexW2072444204MaRDI QIDQ3518364
Mario Kühn, Lajos Horváth, Josef G. Steinebach
Publication date: 7 August 2008
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474940801989087
stopping timeheavy tailstructural breakfluctuation testmonitoring procedureapproximate critical valuelow momentsequential change point test
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32) Sequential statistical analysis (62L10)
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