Testing for changes in the mean or variance of a stochastic process under weak invariance (Q5928941)
From MaRDI portal
scientific article; zbMATH DE number 1587767
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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
