On the cusum of squares test for variance change in nonstationary and nonparametric time series models
| Year of publication: |
2003
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|---|---|
| Authors: | Lee, Sangyeol ; Na, Okyoung ; Na, Seongryong |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 55.2003, 3, p. 467-485
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| Publisher: |
Springer |
| Subject: | Cusum of squares test | variance change | autoregressive model with unit roots | nonparametric regression model | strong mixing process | weak convergence | Brownian bridge |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184609