Ratio test for mean change-point in infinite variances sequence
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Publication:3307359
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(6)- scientific article; zbMATH DE number 7071450 (Why is no real title available?)
- Inference for mean change-point in infinite variance \(AR(p)\) process
- Detection of a change-point in variance by a weighted sum of powers of variances test
- Testing mean changes by maximal ratio statistics
- Ratio test to detect change in the variance of linear process
- Ratio test for variance change point in linear process with long memory
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