Modified tests for variance changes in autoregressive regression
Year of publication: |
2011
|
---|---|
Authors: | Jin, Hao ; Zhang, Jinsuo |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 81.2011, 6, p. 1099-1109
|
Publisher: |
Elsevier |
Subject: | Bootstrap | Variance changes | Autoregressive parameters shifts | RCUSQ test |
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