The Effect of Serial Correlation on the Performance of CUSUM Tests
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Publication:4403614
DOI10.2307/1267498zbMath0277.62069MaRDI QIDQ4403614
No author found.
Publication date: 1974
Full work available at URL: https://doi.org/10.2307/1267498
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P30: Applications of statistics in engineering and industry; control charts
62E15: Exact distribution theory in statistics
91B99: Mathematical economics
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