Test for parameter change based on the estimator minimizing density-based divergence measures
| Year of publication: |
2005
|
|---|---|
| Authors: | Lee, Sangyeol ; Na, Okyoung |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 57.2005, 3, p. 553-573
|
| Publisher: |
Springer |
| Subject: | Test for parameter changes | cusum test | density-based divergence measures | robust property | weak convergence | Brownian bridge |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616413