CUSUM test for change point in stochastic trend with stationary process (Q3131106)
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scientific article; zbMATH DE number 6830741
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| English | CUSUM test for change point in stochastic trend with stationary process |
scientific article; zbMATH DE number 6830741 |
Statements
29 January 2018
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stationary process
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stochastic trend
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change point
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CUSUM test
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0.8281992077827454
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0.8264713287353516
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0.7935173511505127
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0.7924450039863586
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