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2010 | 11 | 3 | 158-168
Article title

Distribution Approximations for Cusum and Cusumsq Statistics

Authors
Content
Title variants
Languages of publication
EN
Abstracts
EN
The cumulative sum (cusum) is an important statistics in testing for a change point. This paper is concerned with the distribution approximations to the cusum statistic under the null and alternative hypotheses. We also consider distribution approximations for the cumulative sum of squares (cusumsq) test statistics. Finally, a discussion section is given.
Year
Volume
11
Issue
3
Pages
158-168
Physical description
Contributors
author
  • Central Bank of Iran
References
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Document Type
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.desklight-31778626-45f4-4554-961e-ffac498dfcb4
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