Detection of a change-point in variance by a weighted sum of powers of variances test (Q5036596)
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scientific article; zbMATH DE number 7479983
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| English | Detection of a change-point in variance by a weighted sum of powers of variances test |
scientific article; zbMATH DE number 7479983 |
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Detection of a change-point in variance by a weighted sum of powers of variances test (English)
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23 February 2022
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change-point
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change in variance
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weighted sum of powers of variances
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asymptotics
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approximate critical values
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0.8050569295883179
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0.8024827241897583
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0.7986137270927429
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0.7932838797569275
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