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Modified tests for change points in variance in the possible presence of mean breaks - MaRDI portal

Modified tests for change points in variance in the possible presence of mean breaks (Q4960712)

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scientific article; zbMATH DE number 7192680
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Modified tests for change points in variance in the possible presence of mean breaks
scientific article; zbMATH DE number 7192680

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    Modified tests for change points in variance in the possible presence of mean breaks (English)
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    23 April 2020
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    hypothesis testing
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    variance changes
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    mean breaks
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    CUSSQ test
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