Testing for shifts in mean with monotonic power against multiple structural changes

DOI10.1080/00949655.2019.1606916OpenAlexW2941987677MaRDI QIDQ5107439

Daisuke Yamazaki

Publication date: 27 April 2020

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

Full work available at URL: https://doi.org/10.1080/00949655.2019.1606916

zbMATH Keywords

structural changelong-run variancenon-monotonic power

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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