Change point - On the cusum of squares test for variance change in nonstationary and nonparametric time series models
Year of publication: |
2003
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Authors: | Lee, Sangyeol ; Na, Okyoung ; Na, Seongryong |
Published in: |
Annals of the Institute of Statistical Mathematics : AISM. - Tōkyō [u.a.], Berlin, Heidelberg : Springer, ISSN 0020-3157, ZDB-ID 3903138. - Vol. 55.2003, 3, p. 467-486
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