Testing for the changes in the covariance structure of linear processes

István Berkes, Edith Gombay, Lajos Horváth

Publikation: Beitrag in einer Fachzeitschrift › Artikel › Begutachtung

Originalsprache	englisch
Seiten (von - bis)	2044-2063
Fachzeitschrift	Journal of statistical planning and inference
Jahrgang	139
DOIs	https://doi.org/10.106/j.jspi.2008.09.004
Publikationsstatus	Veröffentlicht - 2009

Treatment code (Nähere Zuordnung)

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title = "Testing for the changes in the covariance structure of linear processes",

author = "Istv{\'a}n Berkes and Edith Gombay and Lajos Horv{\'a}th",

year = "2009",

doi = "10.106/j.jspi.2008.09.004",

language = "English",

volume = "139",

pages = "2044--2063",

journal = "Journal of statistical planning and inference",

issn = "0378-3758",

publisher = "Elsevier B.V.",

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TY - JOUR

T1 - Testing for the changes in the covariance structure of linear processes

AU - Berkes, István

AU - Gombay, Edith

AU - Horváth, Lajos

PY - 2009

Y1 - 2009

U2 - 10.106/j.jspi.2008.09.004

DO - 10.106/j.jspi.2008.09.004

M3 - Article

SN - 0378-3758

VL - 139

SP - 2044

EP - 2063

JO - Journal of statistical planning and inference

JF - Journal of statistical planning and inference

ER -