Combination Test for Mean Shift and Variance Change

Combination Test for Mean Shift and Variance Change

This paper considers a new mean-variance model with strong mixing errors and describes a combination test for the mean shift and variance change. Under some stationarity and symmetry conditions, the important limiting distribution for a combination test is obtained, which can derive the limiting dis...

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Bibliographic Details
Main Authors: Min Gao, Xiaoping Shi, Xuejun Wang, Wenzhi Yang
Format: Article
Language:English
Published: MDPI AG 2023-10-01
Series:Symmetry
Subjects:
change-point of mean
change-point of variance
CUSUM estimator
limit distribution
mixing sequences
Online Access:https://www.mdpi.com/2073-8994/15/11/1975

Internet

https://www.mdpi.com/2073-8994/15/11/1975

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