Modified tests for variance changes in autoregressive regression (Q632729)
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scientific article; zbMATH DE number 5870625
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modified tests for variance changes in autoregressive regression |
scientific article; zbMATH DE number 5870625 |
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Modified tests for variance changes in autoregressive regression (English)
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25 March 2011
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bootstrap
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variance changes
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autoregressive parameter shifts
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RCUSQ test
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0.9320136
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0.9258692
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0.9159477
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0.9012873
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0.8977411
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