Testing for variance changes in autoregressive models with unknown order (Q5124813): Difference between revisions
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Revision as of 05:03, 10 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 |
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Testing for variance changes in autoregressive models with unknown order (English)
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30 September 2020
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cumulative sum of squares
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Bayesian information criterion
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multiple change points
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time series
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variance change
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