Nonmonotonic power for tests of a mean shift in a time series§ (Q5425736)
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scientific article; zbMATH DE number 5211763
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonmonotonic power for tests of a mean shift in a time series§ |
scientific article; zbMATH DE number 5211763 |
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Nonmonotonic power for tests of a mean shift in a time series§ (English)
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14 November 2007
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CUSUM test
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change point
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HAC estimator
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serial correlation
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