结构变化检验的近似渐近P值

Approximate Asymptotic P Values for Structural-Change Tests

Journal of Business & Economic Statistics · 1997
被引 376 · 同刊同年前 4%
人大 AABS 4

中文导读

给出了近期提出的结构变化检验的渐近分布的数值近似,从而可以简便而准确地计算渐近p值。

Abstract

Numerical approximations to the asymptotic distributions of recently proposed tests for structural change are presented. This enables easy yet accurate calculation of asymptotic p-values. Keywords: parameter stability, changepoint models

参数稳定性变点模型渐近分布P值近似