Off-line testing for a changed segment in the sample variance

DOI10.1007/s10986-005-0024-5zbMath1100.62022OpenAlexW2030386733MaRDI QIDQ852272

D. Zuokas, Alfredas Račkauskas

Publication date: 28 November 2006

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-005-0024-5

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Monte Carlo methods (65C05) Asymptotic properties of parametric tests (62F05)

Related Items

New tests of heteroskedasticity in linear regression model, Testing change in the variance with epidemic alternatives

Cites Work

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