An omnibus test to detect time-heterogeneity in time series

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https://hal-paris1.archives-ouvertes.fr/hal-02091677
Contributor : Philippe de Peretti <>
Submitted on : Saturday, April 6, 2019 - 12:54:30 AM
Last modification on : Sunday, April 7, 2019 - 1:01:41 AM

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Dominique Guegan, Philippe de Peretti. An omnibus test to detect time-heterogeneity in time series. Computational Statistics, Springer Verlag, 2013, 28 (3), pp.1225-1239. ⟨10.1007/s00180-012-0356-7⟩. ⟨hal-02091677⟩

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