Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance

Carla Inclán, George C. Tiao

Journal of the American Statistical Association · 1994 · 407 citations · 0 references

Concepts

Abstract

Carla Inclan, George C. Tiao, Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance, Journal of the American Statistical Association, Vol. 89, No. 427 (Sep., 1994), pp. 913-923