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Sequential estimation for dependent observations with an application to non-standard autoregressive processes

✍ Scribed by I.V. Basawa; W.P. McCormick; T.N. Sriram

Book ID
118406953
Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
910 KB
Volume
35
Category
Article
ISSN
0304-4149

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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