Asymptotically exact confidence intervals of cusum and cusumsq tests: a numerical derivation using simulation technique
Work
Year: 1995
Type: article
Abstract: In testing a structural change, the approximated confidence intervals are conventionally used for CUSUM and CUSUMSQ tests. This paper numerically derives the asymptotically exact confidence intervals... more
Author Hisashi Tanizaki
Institution Kobe University
Cites: 17
Cited by: 26
Related to: 10
FWCI: 0.683
Citation percentile (by year/subfield): 84.82
Subfield: Physical and Theoretical Chemistry
Field: Chemistry
Domain: Physical Sciences
Open Access status: green