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    DOI
    10.2307/1267753
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    author
    William W. Davis
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    publication date
    1979
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    Mathematics Subject Classification ID
    62M10
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    62F35
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    62F05
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    65C05
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    zbMATH DE Number
    3651621
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    zbMATH Keywords
    detection of shifts
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    variance of time series
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    Pitman asymptotic relative efficiency
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    power functions
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    Box-Andersen test
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    autoregressive process
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    robust test
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    jackknife
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    asymptotic distribution
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    Monte Carlo
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