Download E-books Asymtotically exact confidence intervals of CUSUM and CUSUMSQ tests: A Numerical Derivation Using Simulation Technique PDF

By Hisashi Tanizaki

In checking out a structural switch, the approximated self belief durations are conventionally used for CUSUM and CUSUMSQ checks. This paper numerically derives the asymptotically designated self belief durations of CUSUM and CUSUMSQ exams. it may be simply prolonged to nonnormal and/or nonlinear types.

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