Monitoring structural change

Econometrica

Volumn 64, Issue 5, 1996, Pages 1045-1065

  Chu, Chia Shang James ^a   Stinchcombe, Maxwell ^a   White, Halbert ^a  

^a NONE

Author keywords

Fluctuation monitoring; Sequential testing; Structural change

Indexed keywords

FLUCTUATIONS; INVARIANCE PRINCIPLE; LAW OF ITERATED LOGARITHM; SEQUENTIAL TEST;

SIGNAL TO NOISE RATIO; STABILITY;

TIME SERIES ANALYSIS;

EID: 0030365944     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.2307/2171955     Document Type: Article

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