Detecting Variance Change-Points for Blocked Time Series and Dependent Panel Data

Journal of Business and Economic Statistics ◽

10.1080/07350015.2015.1026438 ◽

2016 ◽

Vol 34 (2) ◽

pp. 213-226 ◽

Author(s):

Minya Xu ◽

Ping-Shou Zhong ◽

Wei Wang

Keyword(s):

Time Series ◽

Change Points ◽

Variance Change

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