Testing change in the variance with epidemic alternatives

F. Graiche, D. Merabet and D. Hamadouche

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 13, 3822-3837

Abstract: In this paper we consider the dyadic increments statistics (of type DI) based on independent not identically distributed or α-mixing random variables. We obtain their limit distributions under the null hypothesis and we present application for testing epidemic change in the variance in each case. Finally, numerical simulations are done to illustrate these results.

Date: 2016
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DOI: 10.1080/03610926.2014.907024

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