Documenti analoghi: <A> Sequential Variance Ratio Test Based on the Closure Test Principle
- Multiple Test Procedures and the Closure Principle <A> New look at Multiple Hypotheses Testing in the Linear Regression Model
- Sequential Tests
- Bootstrapping sequential tests for multiple structural breaks
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- <A> Modification of the CUSUM Test
- On likelihood ratio tests for threshold autoregression.
Autore: Alt, Raimund
- Anwendung von Multiplen Testprozeduren im Linearen Regressionsmodell
- Multiple Test Procedures and the Closure Principle <A> New look at Multiple Hypotheses Testing in the Linear Regression Model
- <A> Modification of the CUSUM Test
- Zur Beziehung zwischen Barwertmodell, Fair Game Modell und Martingalmodell <Eine> Übersicht
- <A> Sequential Variance Ratio Test Based on the Closure Test Principle
- Neuere Untersuchungen zum CUSUM-Test Anvendung auf dynamische Modelle und Einführung einer modifizierten Varianzschätzung