The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes (Q4781091)
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scientific article; zbMATH DE number 1833874
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| English | The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes |
scientific article; zbMATH DE number 1833874 |
Statements
The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes (English)
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21 November 2002
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infinite variance processes
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mixingale central limit theorem
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robust tests
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0.8059002757072449
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0.7998493909835815
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0.7956535816192627
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0.7909752726554871
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0.7852652668952942
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