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 |
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