Nonmonotonic power for tests of a mean shift in a time series§
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Publication:5425736
DOI10.1080/10629360600569394zbMath1123.62063OpenAlexW2045011277MaRDI QIDQ5425736
Timothy J. Vogelsang, Ciprian M. Crainiceanu
Publication date: 14 November 2007
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10629360600569394
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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