Ratio test for variance change point in linear process with long memory (Q451414)
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scientific article; zbMATH DE number 6085473
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ratio test for variance change point in linear process with long memory |
scientific article; zbMATH DE number 6085473 |
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Ratio test for variance change point in linear process with long memory (English)
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23 September 2012
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consistent test
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0.9317587
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0.90297705
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0.8826161
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0.88240093
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0.8759018
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