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

✍ Scribed by Wenzhi Zhao; Zheng Tian; Zhiming Xia

Publisher: Springer-Verlag
Year: 2009
Tongue: English
Weight: 145 KB
Volume: 51
Category: Article
ISSN: 0932-5026
DOI: 10.1007/s00362-009-0202-3

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