Modified tests for variance changes in autoregressive regression
type: Item
instance of: scholarly article
title: Modified tests for variance changes in autoregressive regression
zbMATH Open document ID: 1208.62138
author: Hao Jin
author: Jinsuo Zhang
published in: Mathematics and Computers in Simulation
publication date: 2011-03-25T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F05
Mathematics Subject Classification ID: 62F40
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5870625
zbMATH Keywords: bootstrap
zbMATH Keywords: variance changes
zbMATH Keywords: autoregressive parameter shifts
zbMATH Keywords: RCUSQ test
MaRDI profile type: Publication
full work available at URL: j.matcom.2010.02.011
OpenAlex ID: W2049986067
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DOI: 10.1016/J.MATCOM.2010.02.011
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description: scientific article; zbMATH DE number 5870625