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Hypothesis test for changes in variance using a statistic based in P-values in a time series of normal independent observations.
Published 2015“…A regression approach was used to simplify the quantile evaluation and extrapolation. The power of the test was simulated using Monte Carlo simulation, and the results were compared with the Chen test (1997) to prove its efficiency. …”
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Tesis -
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Hypothesis test for changes in variance using a statistic based in P-values in a time series of normal independent observations.
Published 2015“…A regression approach was used to simplify the quantile evaluation and extrapolation. The power of the test was simulated using Monte Carlo simulation, and the results were compared with the Chen test (1997) to prove its efficiency. …”
Get full text
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Evolución y eficiencia relativa de los mercados bursátiles de MENA: evidencia de pruebas de índice de varianza conjunta móvil: Evolving and relative efficiency of MENA stock markets: evidence from rolling joint variance ratio tests
Published 2014“…Evolving and relative efficiency of MENA stock markets: evidence from rolling joint variance ratio tests: Evolución y eficiencia relativa de los mercados bursátiles de MENA: evidencia de pruebas de índice de varianza conjunta móvil…”
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The Current Status of the Distribution Range of the Western Pine Beetle, Dendroctonus brevicomis (Curculionidae: Scolytinae) in Northern Mexico
Published 2017“…Abstract The distribution range of the western pine beetle Dendroctonus brevicomis LeConte (Coleoptera: Curculionidae) is supported only by scattered records in the northern parts of Mexico, suggesting that its populations may be marginal and rare in this region. …”
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