Test for parameter change in stochastic processes based on conditional least-squares estimator
type: Item
instance of: scholarly article
title: Test for parameter change in stochastic processes based on conditional least-squares estimator
zbMATH Open document ID: 1066.62082
author: Sangyeol Lee
author: Okyoung Na
published in: Journal of Multivariate Analysis
publication date: 2005-05-12T00:00:00Z
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G10
zbMATH DE Number: 2167806
zbMATH Keywords: Test for parameter change
zbMATH Keywords: Cusum test
zbMATH Keywords: Nonlinear autoregressive model
zbMATH Keywords: Conditional least-squares estimator
zbMATH Keywords: Weak convergence
zbMATH Keywords: Brownian bridge
MaRDI profile type: Publication
full work available at URL: j.jmva.2004.03.003
OpenAlex ID: W2020211012
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DOI: 10.1016/J.JMVA.2004.03.003
description: scientific article; zbMATH DE number 2167806