A new fluctuation test for constant variances with applications to finance (Q1928381): Difference between revisions

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+https://doi.org/10.1007/s00184-011-0371-7
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+TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES
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+Range vs. maximum in the OLS-based version of the CUSUM test
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+METHODS OF STATISTICAL ANALYSIS APPROPRIATE FOR k SAMPLES OF TWO VARIABLES
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+TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD
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+Publication:1928381