Testing for variance changes in autoregressive models with unknown order (Q5124813): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 14:02, 8 February 2024
scientific article; zbMATH DE number 7253900
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for variance changes in autoregressive models with unknown order |
scientific article; zbMATH DE number 7253900 |
Statements
Testing for variance changes in autoregressive models with unknown order (English)
0 references
30 September 2020
0 references
cumulative sum of squares
0 references
Bayesian information criterion
0 references
multiple change points
0 references
time series
0 references
variance change
0 references
