Subsampling tests for the mean change point with heavy-tailed innovations (Q1013151): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.matcom.2008.11.020 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2062422739 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4348180 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Point process and partial sum convergence for weakly dependent random variables with infinite variance / rank
 
Normal rank
Property / cites work
 
Property / cites work: The sample autocorrelations of heavy-tailed processes with applications to ARCH / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4343010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subsampling unit root tests for heavy-tailed observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random difference equations and renewal theory for products of random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subsampling the mean of heavy‐tailed dependent observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Structural breaks, tourism development, and economic growth: Evidence from Taiwan / rank
 
Normal rank
Property / cites work
 
Property / cites work: When does bootstrap work! Asymptotic results and simulations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4217357 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2709279 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Realistic Statistical Modelling of Financial Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4301585 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3125700 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modelling time series when mean and variability both change / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic behavior of least-squares estimates for autoregressive processes with infinite variances / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests of Equality Between Sets of Coefficients in Two Linear Regressions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative / rank
 
Normal rank
Property / cites work
 
Property / cites work: LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing For and Dating Common Breaks in Multivariate Time Series / rank
 
Normal rank

Revision as of 11:23, 1 July 2024

scientific article
Language Label Description Also known as
English
Subsampling tests for the mean change point with heavy-tailed innovations
scientific article

    Statements

    Subsampling tests for the mean change point with heavy-tailed innovations (English)
    0 references
    0 references
    0 references
    0 references
    17 April 2009
    0 references
    heavy-tailed
    0 references
    subsampling
    0 references
    RCUSQ test
    0 references
    change point
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers