• Journal of the Korean Statistical Society
• /
• 제25권1호
• /
• pp.123-131
• /
• 1996

The problerm of testing for a constant mean is considered. A Kolmogorov-Smirnov type test using the sample Fourier coefficients is suggested and its asymptotic distribution is derived. A simulation study shows that the proposed test is more powerful than the cusum type test when there is more than one change-point or there is a cyclic change.