Subsampling tests for variance changes in the presence of autoregressive parameter shifts.

Hao Jin Jinsuo Zhang

Published in: J. Multivar. Anal. (2010)

Keyphrases

autoregressive
arma model
moving average
non stationary
random fields
gaussian markov random field
autoregressive model
sar images
random field models
spectrum analysis
image processing
remote sensing
image reconstruction
autoregressive moving average