Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach
Year of publication: |
2013
|
---|---|
Authors: | Selk, Leonie ; Neumeyer, Natalie |
Published in: |
Scandinavian Journal of Statistics. - Danish Society for Theoretical Statistics, ISSN 0303-6898. - Vol. 40.2013, 4, p. 770-788
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Publisher: |
Danish Society for Theoretical Statistics Finnish Statistical Society Norwegian Statistical Association Swedish Statistical Association |
Saved in:
Online Resource
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