Testing for changes in the covariance structure of linear processes (Q1011543): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:55, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for changes in the covariance structure of linear processes |
scientific article |
Statements
Testing for changes in the covariance structure of linear processes (English)
0 references
8 April 2009
0 references
approximations
0 references
Brownian bridge
0 references
change in parameters
0 references
