On the cusum of squares test for variance change in nonstationary and nonparametric time series models (Q1881411)
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scientific article; zbMATH DE number 2106222
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the cusum of squares test for variance change in nonstationary and nonparametric time series models |
scientific article; zbMATH DE number 2106222 |
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On the cusum of squares test for variance change in nonstationary and nonparametric time series models (English)
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5 October 2004
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Cusum of squares test
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variance change
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autoregressive model with units roots
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strong mixing process
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weak convergence
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Brownian bridge
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