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- Honda Toshio
- Institute of Social Sciences, University of Tsukuba
書誌事項
- タイトル別名
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- CUSUM Tests with Nonparametric Regressi
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抄録
This paper develops an asymptotic theory for CUSUM tests for structural stability with nonparametric regression residuals. The results here allow for dynamic models and dependent errors. Although the test statistics in this paper are similar to those of Hidalgo (1995), they are more widely applicable and the proofs for the asymptotics are mathematically correct.
収録刊行物
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- JOURNAL OF THE JAPAN STATISTICAL SOCIETY
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JOURNAL OF THE JAPAN STATISTICAL SOCIETY 27 (1), 45-63, 1997
日本統計学会
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キーワード
詳細情報 詳細情報について
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- CRID
- 1390001205287345152
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- NII論文ID
- 10010480090
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- NII書誌ID
- AA1105098X
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- ISSN
- 03895602
- 13486365
- 18822754
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- NDL書誌ID
- 4222129
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- 本文言語コード
- en
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- データソース種別
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- JaLC
- NDL
- Crossref
- CiNii Articles
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- 抄録ライセンスフラグ
- 使用不可