On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Wolfgang Bischoff & Frank Miller, 2000. "Asymptotically Optimal Tests and Optimal Designs for Testing the Mean in Regression Models with Applications to Change-Point Problems," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(4), pages 658-679, December.
- Jandhyala, V. K. & MacNeill, I. B., 1989. "Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times," Stochastic Processes and their Applications, Elsevier, vol. 33(2), pages 309-323, December.
- Andrews, Donald W K, 1993.
"Tests for Parameter Instability and Structural Change with Unknown Change Point,"
Econometric Society, vol. 61(4), pages 821-856, July.
- Donald W.K. Andrews, 1990. "Tests for Parameter Instability and Structural Change with Unknown Change Point," Cowles Foundation Discussion Papers 943, Cowles Foundation for Research in Economics, Yale University.
- Hackl, P & Westlund, A H, 1989. "Statistical Analysis of "Structural Change": An Annotated Bibliography," Empirical Economics, Springer, vol. 14(2), pages 167-192.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Deng, Pingjin, 2017. "Boundary non-crossing probabilities for Slepian process," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 28-35.
- Bischoff, Wolfgang & Hashorva, Enkelejd, 2005. "A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend," Statistics & Probability Letters, Elsevier, vol. 74(3), pages 265-271, October.
- Pingjin Deng, 2016. "Asymptotic of Non-Crossings probability of Additive Wiener Fields," Papers 1610.07131, arXiv.org.
More about this item
KeywordsBrownian bridge with trend Tests of Kolmogorov type Regression models Change-point problem;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:66:y:2004:i:2:p:105-115. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.