Testing for changes in the covariance structure of linear processes (Q1011543): Difference between revisions
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Revision as of 05:04, 20 March 2024
scientific article
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English | Testing for changes in the covariance structure of linear processes |
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Testing for changes in the covariance structure of linear processes (English)
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8 April 2009
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approximations
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Brownian bridge
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change in parameters
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