The CUSUM Test for Detecting Structural Changes in Strong Mixing Processes
Author:
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03610926.2012.700374
Reference25 articles.
1. On the Theoretical Specification and Sampling Properties of Autocorrelated Time-Series
2. Testing for changes in the covariance structure of linear processes
3. Convergence of Probability Measures
4. Nonparametric Statistics for Stochastic Processes
5. Basic Properties of Strong Mixing Conditions. A Survey and Some Open Questions
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1. A Two-Step Test for the Two-Sample Problem of Processes of Ornstein-Uhlenbeck Type;Journal of Systems Science and Complexity;2020-11-07
2. Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification;Computational Statistics & Data Analysis;2020-10
3. The asymptotic distribution of CUSUM estimator based on α-mixing sequences;Communications in Statistics - Simulation and Computation;2020-07-20
4. Change detection in the mean of a white Gaussian process by the backward standardized sum;Communications in Statistics - Theory and Methods;2017-05-08
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