Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends

Bibliographic Details
Main Authors: Nielsen, B, Sohkanen, J
Format: Journal article
Published: 2011
_version_ 1826260482558787584
author Nielsen, B
Sohkanen, J
author_facet Nielsen, B
Sohkanen, J
author_sort Nielsen, B
collection OXFORD
description
first_indexed 2024-03-06T19:06:20Z
format Journal article
id oxford-uuid:15449c64-0c41-4061-a08b-2d4c43a6387f
institution University of Oxford
last_indexed 2024-03-06T19:06:20Z
publishDate 2011
record_format dspace
spelling oxford-uuid:15449c64-0c41-4061-a08b-2d4c43a6387f2022-03-26T10:24:31ZAsymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trendsJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:15449c64-0c41-4061-a08b-2d4c43a6387fSocial Sciences Division - Daisy2011Nielsen, BSohkanen, J
spellingShingle Nielsen, B
Sohkanen, J
Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends
title Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends
title_full Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends
title_fullStr Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends
title_full_unstemmed Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends
title_short Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends
title_sort asymptotic behaviour of the cusum of squares test under stochastic and deterministic time trends
work_keys_str_mv AT nielsenb asymptoticbehaviourofthecusumofsquarestestunderstochasticanddeterministictimetrends
AT sohkanenj asymptoticbehaviourofthecusumofsquarestestunderstochasticanddeterministictimetrends