@article {STMAZ.06001798,
    author       = {Jin, Hao and Tian, Zheng and Yang, Yunfeng},
    title        = {Modified testing for structural changes in autoregressive processes.},
    year         = {2011},
    journal      = {Journal of Mathematical Research \& Exposition},
    volume       = {31},
    number       = {1},
    issn         = {1000-341X},
    pages        = {79-90},
    publisher    = {Dalian University of Science and Technology, Dalian},
    doi          = {10.3770/j.issn:1000-341X.2011.01.009},
    abstract     = {Summary: We consider the problem of detecting structural changes in autoregressive processes including AR($p$) process. For performing a test, we employ the conventional residual CUSUM of squares test (RCUSQ) statistic. The RCUSQ test is based on the subsampling method introduced by {\it A. Jach} and {\it P. Kokoszka} [Methodol. Comput. Appl. Probab. 6, No. 1, 73--97 (2004; Zbl 1045.62086)]. It is shown that under regularity conditions the asymptotic distribution of the test statistic is a function of a standard Brownian bridge. Simulation results for AR(1) processes and an example of real data analysis are provided for illustration.},
    msc2010      = {62M10 (62M07 65C60 62F03)},
    identifier   = {1233.62156},
}