Asymptotic and bootstrap tests for a change in autoregression omitting variability estimation (Q2419623)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic and bootstrap tests for a change in autoregression omitting variability estimation |
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Asymptotic and bootstrap tests for a change in autoregression omitting variability estimation (English)
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14 June 2019
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change point
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structural change
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change in autoregression
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hypothesis testing
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bootstrap
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ratio type statistic
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variance estimation free test
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