Alternative boundaries for CUSUM tests
type: Item
instance of: scholarly article
title: Alternative boundaries for CUSUM tests
zbMATH Open document ID: 1050.62075
DOI: 10.1007/BF02778274
author: Achim Zeileis
published in: Statistical Papers
publication date: 2004-09-22T00:00:00Z
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 2101649
zbMATH Keywords: CUSUM test
zbMATH Keywords: structural change
describes a project that uses: strucchange
MaRDI profile type: Publication
Wikidata QID: Q57263856
cites work: Q4082864
cites work: Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test
cites work: Testing for Structural Change in Dynamic Models
cites work: Range vs. maximum in the OLS-based version of the CUSUM test
cites work: The generalized fluctuation test: A unifying view
cites work: The Cusum Test with Ols Residuals
cites work: Boundary crossing probability for Brownian motion
cites work: Boundary crossing probability for Brownian motion and general boundaries
description: scientific article; zbMATH DE number 2101649