Subsampling tests for variance changes in the presence of autoregressive parameter shifts (Q604339)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Subsampling tests for variance changes in the presence of autoregressive parameter shifts |
scientific article; zbMATH DE number 5814739
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subsampling tests for variance changes in the presence of autoregressive parameter shifts |
scientific article; zbMATH DE number 5814739 |
Statements
Subsampling tests for variance changes in the presence of autoregressive parameter shifts (English)
0 references
10 November 2010
0 references
subsampling
0 references
invariance principle
0 references
Brownian bridge
0 references
RCUSQ test
0 references
variance changes
0 references
autoregressive parameter shifts
0 references
