Modified tests for variance changes in autoregressive regression (Q632729)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Modified tests for variance changes in autoregressive regression |
scientific article |
Statements
Modified tests for variance changes in autoregressive regression (English)
0 references
25 March 2011
0 references
bootstrap
0 references
variance changes
0 references
autoregressive parameter shifts
0 references
RCUSQ test
0 references
0 references
0 references