Conditional boundary crossing probabilities and two-stage tests for a change-point

Qiwei Yao

LSE Research Online Documents on Economics from London School of Economics and Political Science, LSE Library

JEL-codes: C1 (search for similar items in EconPapers)
Date: 1996
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Published in Scandinavian Journal of Statistics, 1996, 23(4), pp. 511-525. ISSN: 0303-6898

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