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#232 Add a test statistic to CUSUMSQ

open
nobody
None
4
2026-01-21
2026-01-21
No

Certainly not very urgent / important, but it came up. Currently there is no overall (summarizing) test statistic for the CUSUMSQ analysis.
This reference looks relevant: https://doi.org/10.1017/S026646660808033X

(Deng & Perron 2008) It seems to have some max() formulations in it, i.e. it seems to boil down the sequence to a single statistic.

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