Ratio test to detect change in the variance of linear process (Q5402591)
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scientific article; zbMATH DE number 6270156
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| default for all languages | No label defined |
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| English | Ratio test to detect change in the variance of linear process |
scientific article; zbMATH DE number 6270156 |
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Ratio test to detect change in the variance of linear process (English)
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14 March 2014
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ratio test
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linear processes
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variance change point
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consistent test
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rate of convergence
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0.898727536201477
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0.8356037735939026
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0.8198604583740234
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0.8197787404060364
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