Modified tests for variance changes in autoregressive regression (Q632729)

From MaRDI portal





scientific article; zbMATH DE number 5870625
Language Label Description Also known as
English
Modified tests for variance changes in autoregressive regression
scientific article; zbMATH DE number 5870625

    Statements

    Modified tests for variance changes in autoregressive regression (English)
    0 references
    0 references
    0 references
    25 March 2011
    0 references
    bootstrap
    0 references
    variance changes
    0 references
    autoregressive parameter shifts
    0 references
    RCUSQ test
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references