Detection of a change-point in variance by a weighted sum of powers of variances test (Q5036596): Difference between revisions

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Revision as of 18:32, 5 March 2024

scientific article; zbMATH DE number 7479983
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Detection of a change-point in variance by a weighted sum of powers of variances test
scientific article; zbMATH DE number 7479983

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    Detection of a change-point in variance by a weighted sum of powers of variances test (English)
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    23 February 2022
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    change-point
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    change in variance
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    weighted sum of powers of variances
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    asymptotics
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    approximate critical values
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