Ratio test for variance change point in linear process with long memory
| Year of publication: |
2010
|
|---|---|
| Authors: | Zhao, Wenzhi ; Tian, Zheng ; Xia, Zhiming |
| Published in: |
Statistical Papers. - Springer. - Vol. 51.2010, 2, p. 397-407
|
| Publisher: |
Springer |
| Subject: | Linear process | Variance change point | Ratio test | Consistent test | Long memory |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008456178