Hao Jin, Jinsuo Zhang. Subsampling tests for variance changes in the presence of autoregressive parameter shifts. J. Multivariate Analysis, 101(10):2255-2265, 2010. [doi]
@article{JinZ10-0,
title = {Subsampling tests for variance changes in the presence of autoregressive parameter shifts},
author = {Hao Jin and Jinsuo Zhang},
year = {2010},
doi = {10.1016/j.jmva.2010.04.010},
url = {http://dx.doi.org/10.1016/j.jmva.2010.04.010},
tags = {testing},
researchr = {https://researchr.org/publication/JinZ10-0},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {101},
number = {10},
pages = {2255-2265},
}