Pages that link to "Item:Q3131106"
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The following pages link to CUSUM test for change point in stochastic trend with stationary process (Q3131106):
Displaying 6 items.
- Inference for change point and post change means after a CUSUM test. (Q1769963) (← links)
- A score statistic for testing the presence of a stochastic trend in conditional variances (Q2127331) (← links)
- Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators (Q2502150) (← links)
- The Cusum Test for Parameter Change in Time Series Models (Q4828219) (← links)
- Quasi-stationary biases of change point and change magnitude estimation after sequential cusum test (Q4944015) (← links)
- ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS (Q5199502) (← links)