A power study of k-linear-r-ahead recursive residuals test for change-point in finite sequences

Journal of Statistical Computation and Simulation

Volumn 78, Issue 12, 2008, Pages 1201-1213

  Nosek, K ^a   Szkutnik, Z ^a  

^a AGH UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Poland)

Author keywords

Change point problem; Consistent test; Incremental exercise test; Recursive residuals

Indexed keywords

EID: 55249093239     PISSN: 00949655     EISSN: 15635163     Source Type: Journal    
DOI: 10.1080/00949650701588473     Document Type: Article

References (16)

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