A note on approximating distribution functions of cusum and cusumsq tests
Author:
Publisher
Walter de Gruyter GmbH
Subject
Applied Mathematics,Statistics and Probability
Link
https://www.degruyter.com/document/doi/10.1515/mcma.2011.005/pdf
Reference17 articles.
1. Test for parameter change in diffusion pro - cesses by cusum statistics based on one - step estimators;Lee;AISM,2006
2. Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative;Andrews;Econometrica,1994
3. and The Cusum test of homogeneity with application in sponta - neous abortion epidemiology in;Levin;Statistics Medicine,1985
4. The cusum test for parameter change in re - gression models with ARCH errors Japan Statist;Lee;Soc,2004
5. Testing a sequence of observations for a shift in location Journal of the;Hawkins;American Statistical Association,1977
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