✦ LIBER ✦

CUSUM of Squares-Based Tests for a Change in Persistence

✍ Scribed by Stephen Leybourne; Robert Taylor; Tae-Hwan Kim

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Regression-based Tests for a Change in P

✍ Stephen J. Leybourne; Tae-Hwan Kim; A. M. Robert Taylor 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 575 KB

Fluctuation Tests for a Change in Persis

✍ A. M. Robert Taylor 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 163 KB

The Cusum of Squares Test for Scale Chan

✍ Sangyeol Lee; Siyun Park 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 319 KB

On the cusum of squares test for varianc

✍ Sangyeol Lee; Okyoung Na; Seongryong Na 📂 Article 📅 2003 🏛 Springer Japan 🌐 English ⚖ 822 KB

Tests for a change in persistence agains

✍ Stephen Leybourne; Tae-Hwan Kim; Vanessa Smith; Paul Newbold 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 125 KB

On Critical Values of Tests against a Ch

✍ Uwe Hassler; Jan Scheithauer 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 539 KB