文章基本信息

标题：THE CUSUM TESTS WITH NONPARAMETRIC REGRESSION RESIDUALS
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作者：Toshio Honda
期刊名称：JOURNAL OF THE JAPAN STATISTICAL SOCIETY
印刷版ISSN：1882-2754
电子版ISSN：1348-6365
出版年度：1997
卷号：27
期号：1
页码：45-63
DOI：10.14490/jjss1995.27.45
出版社：JAPAN STATISTICAL SOCIETY
摘要：This paper develops an asymptotic theory for CUSUM tests for structural stability with nonparametric regression residuals. The results here allow for dynamic models and dependent errors. Although the test statistics in this paper are similar to those of Hidalgo (1995), they are more widely applicable and the proofs for the asymptotics are mathematically correct.
关键词：structural stability;CUSUM test;Nadaraya-Watson kernel estimator;Brownian Bridge;local polynomial regression;absolutely regular process;uniformly mixing process;exponential inequality