Alternative boundaries for CUSUM tests
暂无分享,去创建一个
[1] J. Durbin. Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test , 1971, Journal of Applied Probability.
[2] J. Durbin,et al. Techniques for Testing the Constancy of Regression Relationships Over Time , 1975 .
[3] W. Krämer. The Linear Regression Model Under Test , 1986 .
[4] W. Krämer,et al. Testing for structural change in dynamic models , 1988 .
[5] W. Krämer,et al. Range vs. maximum in the OLS-based version of the CUSUM test , 1992 .
[6] Walter Krämer,et al. The CUSUM test for OLS residuals , 1992 .
[7] K. Hornik,et al. The generalized fluctuation test: A unifying view , 1995 .
[8] Liqun Wang,et al. Boundary crossing probability for Brownian motion and general boundaries , 1997, Journal of Applied Probability.
[9] E. Samuel-Cahn,et al. P Values as Random Variables—Expected P Values , 1999 .
[10] Liqun Wang,et al. Boundary crossing probability for Brownian motion , 2001, Journal of Applied Probability.
[11] Achim Zeileis,et al. Strucchange: An R package for testing for structural change in linear regression models , 2002 .