Testing structural change in time-series nonparametric regression models
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Publication:660069
DOI10.4310/SII.2008.v1.n2.a12zbMath1230.62057MaRDI QIDQ660069
Publication date: 25 January 2012
Published in: Statistics and Its Interface (Search for Journal in Brave)
functional central limit theoremnonparametric regressionstructural changeCUSUM teststrong mixing processes
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)
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