scientific article; zbMATH DE number 6830741

DOI10.13338/J.ISSN.1006-8341.2017.02.011zbMATH Open1389.62016MaRDI QIDQ3131106FDOQ3131106

Ruibing Qin, Juan Guo

Publication date: 29 January 2018

Title of this publication is not available (Why is that?)

zbMATH Keywords

change pointstationary processstochastic trendCUSUM test

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of parametric tests (62F05) Stationary stochastic processes (60G10)

Cited In (6)

• Testing for changes in the mean or variance of a stochastic process under weak invariance
• ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS
• Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators
• Quasi-stationary biases of change point and change magnitude estimation after sequential cusum test
• The Cusum Test for Parameter Change in Time Series Models
• Inference for change point and post change means after a CUSUM test.

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