# The CUSUM Test for Detecting Structural Changes in Strong Mixing Processes

@article{Azizzadeh2012TheCT, title={The CUSUM Test for Detecting Structural Changes in Strong Mixing Processes}, author={Fatemeh Azizzadeh and Saeid Rezakhah}, journal={Communications in Statistics - Theory and Methods}, year={2012}, volume={43}, pages={3733 - 3750} }

Strong mixing property holds for a broad class of linear and nonlinear time series models such as Auto-Regressive Moving Average Processes and Generalized Auto-Regressive Conditional Heteroscedasticity Processes models. In this article, we study correlation structure of strong mixing sequences, and some asymptotic properties are presented. We also present a new method for detecting change point in correlation structure of strong mixing sequences, and present a nonparametric sequential analysis…

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