Detecting “Small” Mean Shifts in Time Series

DOI10.1287/mnsc.17.3.189zbMath0203.50803OpenAlexW4256336745MaRDI QIDQ5603675

John U. Farley, Melvin J. Hinich

Publication date: 1970

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.17.3.189

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Some comparisons of tests for a shift in the slopes of a multivariate linear time series model ⋮ A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process

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