The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes

DOI10.1111/1467-9469.00259zbMath1010.62079OpenAlexW2021046067MaRDI QIDQ4781091

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Publication date: 21 November 2002

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00259

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