Effect of a change in variance on the Portmanteau statistic

Inclan, Carla, Inclán, Carla . Estadística 1992. 44 :149-170

Locate this article in:

Bibtex

@article{CIS-105646,
  Author = {Inclan, Carla and Inclán, Carla},
  Title = {Effect of a change in variance on the Portmanteau statistic},
  Journal = {Estadística},
  Volume = {44},
  Year = {1992},
  Pages = {149--170},
  Keywords = {Time series, Change point}
}

Similar articles