The use of temporally aggregated data in modeling and testing a variance change in a time series.

Autor: Lee, Bu Hyoung1 (AUTHOR), Wei, William W. S.2 (AUTHOR)
Zdroj: Communications in Statistics: Simulation & Computation. 2023, Vol. 52 Issue 7, p3183-3200. 18p.
Databáze: Business Source Ultimate