Testing for changes in the mean or variance of a stochastic process under weak invariance (Q5928941)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing for changes in the mean or variance of a stochastic process under weak invariance |
scientific article; zbMATH DE number 1587767
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Testing for changes in the mean or variance of a stochastic process under weak invariance |
scientific article; zbMATH DE number 1587767 |
Statements
Testing for changes in the mean or variance of a stochastic process under weak invariance (English)
0 references
18 February 2002
0 references
Brownian bridge
0 references
consistency
0 references
CUSUM
0 references
weak invariance principle
0 references
0 references
0 references
0 references
0 references
0.8420143723487854
0 references
0.8281992077827454
0 references
0.8180984258651733
0 references
0.8125166296958923
0 references
