Testing for abrupt breaks in variance structures with smooth changes (Q5077891)
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scientific article; zbMATH DE number 7529850
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for abrupt breaks in variance structures with smooth changes |
scientific article; zbMATH DE number 7529850 |
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Testing for abrupt breaks in variance structures with smooth changes (English)
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20 May 2022
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unconditionally heteroscedastic errors
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variance breaks
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CUSUM test
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