The CUSUM test for detecting structural changes in strong mixing processes (Q2931571)
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scientific article; zbMATH DE number 6374127
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| English | The CUSUM test for detecting structural changes in strong mixing processes |
scientific article; zbMATH DE number 6374127 |
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The CUSUM Test for Detecting Structural Changes in Strong Mixing Processes (English)
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26 November 2014
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Brownian bridge
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CUSUM test
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functional central limit theorem
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strong mixing
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structural changes
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0.8028450608253479
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0.7982872128486633
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0.7848977446556091
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