简介：Inthispaper,westudytheasymptoticCUSUMtestsfordetectingchangesinthemeanorvarianceofamoving-averageprocesswithlongmemory.Whenthereisnochangeover[O,T],theasymptoticdistributionoftheteststatisticisderived,whichallowsustofindasymptoticcriticalvalues.Whenthereisachange,thebehavioroftheteststatisticisdiscussed.Conditionsfortheconsistencyofthesetestsarealsodiscussed.Basedontheasymptoticresults,simulationstudiesoftestingforchangesinthemeanshowthattheCUSUMtestproposedperformswell.
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