The cusum of squares test for scale changes in infinite order moving average processes

Scandinavian Journal of Statistics

Volumn 28, Issue 4, 2001, Pages 625-644

  Lee, Sangyeol ^a   Park, Siyun ^a  

^a Seoul National University   (South Korea)

Author keywords

Cusum of squares test; Infinite order moving average processes; Infinite variance processes; Mixingale central limit theorem; Robust test; Test for a scale change

Indexed keywords

EID: 0035541830     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00259     Document Type: Article

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