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"Subsampling tests for variance changes in the presence of autoregressive ..."

Hao Jin, Jinsuo Zhang (2010)

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DOI: 10.1016/J.JMVA.2010.04.010

access: open

type: Journal Article

metadata version: 2021-02-17

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Hao Jin, Jinsuo Zhang:
Subsampling tests for variance changes in the presence of autoregressive parameter shifts. J. Multivar. Anal. 101(10): 2255-2265 (2010)

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