Subsampling tests for variance changes in the presence of autoregressive parameter shifts (Q604339)
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scientific article; zbMATH DE number 5814739
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| English | Subsampling tests for variance changes in the presence of autoregressive parameter shifts |
scientific article; zbMATH DE number 5814739 |
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Subsampling tests for variance changes in the presence of autoregressive parameter shifts (English)
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10 November 2010
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subsampling
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invariance principle
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Brownian bridge
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RCUSQ test
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variance changes
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autoregressive parameter shifts
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0.9109554290771484
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0.8456559777259827
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0.8080509305000305
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0.7844396233558655
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