影响因子：0.0
DOI码：10.16152/j.cnki.xdxbzr.2010.01.006
发表刊物：Journal of Northwest University (Natural Science Edition)
关键字：Weighted-CUSUM; change pointsjump size; IV models; Weighted-CUSUM; Cramer-Von Mises statistic
摘要：Aim How to detect change points in IV models. Methods Cramer-Von Mises method is proposed based on weighted residual partial sum. Results The asymptotic properties under null or altemative hypothesis are proved. Conclusion Under some non-orthogonality condition, the test has non-trival power and will be consistent.
论文类型：期刊论文
论文编号：1000-274Ⅹ (2010) 01-0005-04
卷号：40
期号：1
页面范围：5-8
ISSN号：1000-274X
是否译文：否
第一作者：Zhiming Xia