Tests For Constancy Of Model Parameters Over Time

DOI10.1080/10485250211394zbMath1017.62015OpenAlexW2017170890MaRDI QIDQ4805746

Nils Lid Hjort, Alxander Koning

Publication date: 8 May 2003

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250211394

zbMATH Keywords

change pointsBrownian bridgesgoodness of fit testingconstancy of parametersparameter discontinuities

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Asymptotic properties of parametric tests (62F05)

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