Testing for changes in the covariance structure of linear processes (Q1011543)
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scientific article; zbMATH DE number 5541767
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for changes in the covariance structure of linear processes |
scientific article; zbMATH DE number 5541767 |
Statements
Testing for changes in the covariance structure of linear processes (English)
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8 April 2009
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approximations
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Brownian bridge
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change in parameters
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