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

DOI10.1080/00949655.2018.1482300OpenAlexW2805066633WikidataQ129717349 ScholiaQ129717349MaRDI QIDQ4960712

Hao Jin, Jinsuo Zhang, Si Zhang, Han Hao

Publication date: 23 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2018.1482300

zbMATH Keywords

hypothesis testingvariance changesCUSSQ testmean breaks

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Related Items (1)

Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach

Cites Work

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