Nonmonotonic power for tests of a mean shift in a time series

Journal of Statistical Computation and Simulation

Volumn 77, Issue 6, 2007, Pages 457-476

  Crainiceanu, Ciprian M ^a   Vogelsang, Timothy J ^b  

^a JOHNS HOPKINS UNIVERSITY   (United States)

^b Uris Hall ^*  (United States)

Author keywords

Change point; CUSUM test; HAC estimator; Serial correlation

Indexed keywords

EID: 34249033682     PISSN: 00949655     EISSN: 15635163     Source Type: Journal    
DOI: 10.1080/10629360600569394     Document Type: Article

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