Two-sided tests for change in level for correlated data

DOI10.1007/BF02924689zbMath0712.62028MaRDI QIDQ3197128

Neerchal K. Nagaraj

Publication date: 1990

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

integral representationnuisance parameterscritical valuescorrelated dataautoregressive processchange pointlocally most powerful unbiased testBayesian testLikelihood ratio testsexact null distribution functiontwo sided alternative

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Bayesian inference (62F15) Exact distribution theory in statistics (62E15)

Related Items (1)

Locally optimal invariant tests for change in level

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On tests for detecting change in mean
• Change-Point Problem with Correlated Observations, with an Application in Material Accountancy
• Some One-Sided Tests for Change in Level
• The Effect of Serial Correlation on the Performance of CUSUM Tests
• Probability Integrals of Multivariate Normal and Multivariate $t^1$
• A change in level of a non-stationary time series
• On Detecting Changes in the Mean of Normal Variates
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• CONTINUOUS INSPECTION SCHEMES

This page was built for publication: Two-sided tests for change in level for correlated data