Modified tests for variance changes in autoregressive regression.

Hao Jin Jinsuo Zhang

Published in: Math. Comput. Simul. (2011)

Keyphrases

autoregressive
non stationary
moving average
gaussian markov random field
regression model
random fields
random field models
linear regression
spectrum analysis
sar images
regression analysis
autoregressive model
model selection
image analysis
autoregressive moving average
arma model
clustering algorithm