Bootstrap procedures for variance breaks test in time series with a changing trend (Q5154101)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bootstrap procedures for variance breaks test in time series with a changing trend |
scientific article; zbMATH DE number 7405715
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bootstrap procedures for variance breaks test in time series with a changing trend |
scientific article; zbMATH DE number 7405715 |
Statements
Bootstrap procedures for variance breaks test in time series with a changing trend (English)
0 references
1 October 2021
0 references
bootstrap
0 references
changing trends
0 references
CUSSQ test
0 references
variance breaks
0 references
0 references
0 references
0 references
0 references
0.8434253931045532
0 references
0.777198314666748
0 references
0.7766981720924377
0 references
0.7766133546829224
0 references
