Test for parameter change based on the estimator minimizing density-based divergence measures

Sangyeol Lee and Okyoung Na

Annals of the Institute of Statistical Mathematics, 2005, vol. 57, issue 3, 553-573

Keywords: Test for parameter changes; cusum test; density-based divergence measures; robust property; weak convergence; Brownian bridge (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/BF02509239

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