The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes (Q4781091)
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scientific article; zbMATH DE number 1833874
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes |
scientific article; zbMATH DE number 1833874 |
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The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes (English)
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21 November 2002
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infinite variance processes
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mixingale central limit theorem
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robust tests
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