Approximate Asymptotic P Values for Structural-Change Tests
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。
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