Detection of a change-point in variance by a weighted sum of powers of variances test
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Publication:5036596
DOI10.1080/02664763.2018.1510475MaRDI QIDQ5036596
Publication date: 23 February 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2018.1510475
asymptotics; change-point; approximate critical values; change in variance; weighted sum of powers of variances
62Pxx: Applications of statistics
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Cites Work
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