Regime Variance Testing --- a Quantile Approach

DOI10.5506/APHYSPOLB.44.1015zbMath1373.62193arXiv1203.1144MaRDI QIDQ5359870

Janusz Gajda, Grzegorz Sikora, Agnieszka Wyłomańska

Publication date: 27 September 2017

Published in: Acta Physica Polonica B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.1144

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

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