Regarding an adaptive algorithm for testing multivariate linear dependence
β Scribed by Ronald A. Walker
- Publisher
- Elsevier Science
- Year
- 2011
- Tongue
- English
- Weight
- 215 KB
- Volume
- 434
- Category
- Article
- ISSN
- 0024-3795
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π SIMILAR VOLUMES
We develop procedures for testing for changes in the mean of multivariate m-dependent stationary processes. Several test statistics are considered and corresponding limit theorems are derived. These include functional and Darling Erdo s type limit theorems. The tests are shown to be consistent under
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