Asymptotic behavior of the cusum of squares test under stochastic and deterministic time trends
Bent Nielsen and Jouni S. Sohkanen
| Year of publication: |
2011
|
|---|---|
| Authors: | Nielsen, Bent ; Sohkanen, Jouni S. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 27.2011, 4, p. 913-927
|
| Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009311641