An asymptotic test for constancy of the variance under short-range dependence (Q2073717)
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scientific article; zbMATH DE number 7470043
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| English | An asymptotic test for constancy of the variance under short-range dependence |
scientific article; zbMATH DE number 7470043 |
Statements
An asymptotic test for constancy of the variance under short-range dependence (English)
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7 February 2022
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change-point analysis
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short-range dependence
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tests for heteroscedasticity
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U-statistics of triangular arrays
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0.87312454
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0.8698199
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0.8654918
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0.8621819
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