Ratio test for variance change point in linear process with long memory

Wenzhi Zhao (), Zheng Tian () and Zhiming Xia

Statistical Papers, 2010, vol. 51, issue 2, 397-407

Keywords: Linear process; Variance change point; Ratio test; Consistent test; Long memory (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s00362-009-0202-3

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