Nonmonotonic power for tests of a mean shift in a time series§ (Q5425736): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 21:55, 5 March 2024
scientific article; zbMATH DE number 5211763
Language | Label | Description | Also known as |
---|---|---|---|
English | Nonmonotonic power for tests of a mean shift in a time series§ |
scientific article; zbMATH DE number 5211763 |
Statements
Nonmonotonic power for tests of a mean shift in a time series§ (English)
0 references
14 November 2007
0 references
CUSUM test
0 references
change point
0 references
HAC estimator
0 references
serial correlation
0 references