Abstract
A change-point problem in finite sequences is considered along with, so-called, k-linear-r-ahead recursive residuals and a test procedure proposed by Żoła¸dź et al. [Żoła¸dź, J.A., Szkutnik, Z., Majerczak, J. and Duda, K. 1998, Detection of change point in oxygen uptake during an incremental exercise test using recursive residuals: relationship to the plasma lactate accumulation and blood acid base balance. European Journal of Applied Physiology, 78, 369–377.]. Theoretical significance levels of that (conservative) test are compared with its simulated sizes. Numerical approximations to the powers against various alternatives are given. Properties of the k-linear-r-ahead recursive residuals are described and the consistency of the test is proved, when the noise level goes to zero.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
