Table 1.

Processes used for investigation of the change-point detection.

Short Name	Complete Designation
NL, $3.95\to 3.98$, $\sigma =0.2$	$\mathrm{NL}\left((3.95,3.98),(0.2,0.2),t^{*}\right)$
NL, $3.95\to 3.80$, $\sigma =0.3$	$\mathrm{NL}\left((3.95,3.80),(0.3,0.3),t^{*}\right)$
NL, $3.95\to 4.00$, $\sigma =0.2$	$\mathrm{NL}\left((3.95,4.00),(0.2,0.2),t^{*}\right)$
AR, $0.1\to 0.3$	$\mathrm{AR}\left((0.1,0.3),t^{*}\right)$
AR, $0.1\to 0.4$	$\mathrm{AR}\left((0.1,0.4),t^{*}\right)$
AR, $0.1\to 0.5$	$\mathrm{AR}\left((0.1,0.5),t^{*}\right)$