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Statistical Papers
Volumn 51, Issue 2, 2010, Pages 397-407
Ratio test for variance change point in linear process with long memory
Author keywords

Consistent test; Linear process; Long memory; Ratio test; Variance change point
Indexed keywords

EID: 77954243521     PISSN: 09325026     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00362-009-0202-3     Document Type: Article
Times cited : (21)
References (13)
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.