Testing for intercept-scale switch in linear autoregression
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Publication:2856549
DOI10.1002/cjs.11137zbMath1281.62199MaRDI QIDQ2856549
Publication date: 29 October 2013
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.11137
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
62F03: Parametric hypothesis testing
Related Items
EM-test for homogeneity in a two-sample problem with a mixture structure, Testing homogeneity in a scale mixture of normal distributions, Testing for intercept-scale switch in linear autoregression
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