Testing for change in mean of heteroskedastic time series
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Other versions of this item:
- Mohamed Boutahar, 2010. "Testing for change in mean of heteroskedastic time series," Working Papers hal-00570036, HAL.
- Mohamed Boutahar, 2010. "Testing for change in mean of heteroskedastic time series," Working Papers hal-00570062, HAL.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-03-12 (All new papers)
- NEP-ECM-2011-03-12 (Econometrics)
- NEP-ETS-2011-03-12 (Econometric Time Series)
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