scientific article; zbMATH DE number 579148

MaRDI QIDQ4293670zbMATH OpenFDO

Authors Neerchal K. Nagaraj, Chada S. Reddy

Publication date 5 July 1994

zbMATH Keywords

associated random variablesasymptotic null distributional resultsautocovariance functionautoregressive processesBrownian motionchange point problemcorrection factorcorrelationindependent normal observationsinvariance principlelocally optimal invariant testsType I error

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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