Pages that link to "Item:Q604339"

The following pages link to Subsampling tests for variance changes in the presence of autoregressive parameter shifts (Q604339):

Displaying 2 items.

• The spurious regression of AR(\(p\)) infinite-variance sequence in the presence of structural breaks (Q1615082) (← links)
• A test for the equality of monotone transformations of two random variables (Q2954248) (← links)