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Testing for structural breaks in the presence of data perturbations Impacts and wavelet based improv
[会议论文] 作者：Simon Reese,Yushu Li,
来源：第十届泛华统计协会国际会议 年份：2016
This paper investigates how classical measurement error and additive outliers influence tests for structural change based on F-statistics.We derive theoreti...
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