ASYMPTOTIC THEORY OF A TEST FOR THE CONSTANCY OF REGRESSION-COEFFICIENTS AGAINST THE RANDOM-WALK ALTERNATIVE

被引：105
作者：
NABEYA, S
TANAKA, K
机构：
来源：
ANNALS OF STATISTICS | 1988年 / 16卷 / 01期
关键词：
D O I：
10.1214/aos/1176350701
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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页码：218 / 235
页数：18
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