On the cusum of squares test for variance change in nonstationary and nonparametric time series models (Q1881411)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the cusum of squares test for variance change in nonstationary and nonparametric time series models |
scientific article |
Statements
On the cusum of squares test for variance change in nonstationary and nonparametric time series models (English)
0 references
5 October 2004
0 references
Cusum of squares test
0 references
variance change
0 references
autoregressive model with units roots
0 references
strong mixing process
0 references
weak convergence
0 references
Brownian bridge
0 references
0 references
0 references
