Title of article :
Testing for changes in the mean or variance of a stochastic process under weak invariance
Author/Authors :
Lajos Horvath، نويسنده , , Josef Steinebach، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Keywords :
invariance principle , CUSUM , Brownian bridge , Consistency , Change-point test
Journal title :
Journal of Statistical Planning and Inference
Journal title :
Journal of Statistical Planning and Inference