Asymptotic properties of bubble monitoring tests
Eiji Kurozumi
| Year of publication: |
2020
|
|---|---|
| Authors: | Kurozumi, Eiji |
| Subject: | CUSUM test | GSADF test | local power | Monitoring test | on-line test | SADF test | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Spekulationsblase | Bubbles | Schätzung | Estimation | Statistische Methodenlehre | Statistical theory | Experiment |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2019.1697086 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012181408