Subsampling tests for variance changes in the presence of autoregressive parameter shifts (Q604339)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subsampling tests for variance changes in the presence of autoregressive parameter shifts |
scientific article |
Statements
Subsampling tests for variance changes in the presence of autoregressive parameter shifts (English)
0 references
10 November 2010
0 references
subsampling
0 references
invariance principle
0 references
Brownian bridge
0 references
RCUSQ test
0 references
variance changes
0 references
autoregressive parameter shifts
0 references
