Abstract
We discuss the asymptotic properties of some tests to detect possible changes in the mean of linear processes.
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Horváth, L. Detection of Changes in Linear Sequences. Annals of the Institute of Statistical Mathematics 49, 271–283 (1997). https://doi.org/10.1023/A:1003110912735
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DOI: https://doi.org/10.1023/A:1003110912735