Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
From MaRDI portal
Publication:4314928
DOI10.2307/2290916zbMath0825.62678OpenAlexW4247434036MaRDI QIDQ4314928
Publication date: 28 November 1995
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2290916
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric inference (62F99) Inference from stochastic processes (62M99)
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