Asymptotic behavior of the cusum of squares test under stochastic and deterministic time trends
Year of publication: |
2011
|
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Authors: | Nielsen, Bent ; Sohkanen, Jouni S. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 27.2011, 4, p. 913-927
|
Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
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