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The effect of serial correlation on the performance of CUSUM tests. (English) Zbl 0277.62069

MSC:
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P20 Applications of statistics to economics
91B99 Mathematical economics
62E15 Exact distribution theory in statistics
62P30 Applications of statistics in engineering and industry; control charts
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