Modified tests for variance changes in autoregressive regression (Q632729)

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scientific article; zbMATH DE number 5870625
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    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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