Testing for changes in the covariance structure of linear processes (Q1011543): Difference between revisions

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Revision as of 09:36, 20 March 2024

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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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