Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends
Year of publication: |
2009
|
---|---|
Authors: | Nielsen, Bent ; Sohkanen, Jouni |
Publisher: |
Oxford : Nuffield College |
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break |
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