Bootstrap testing multiple changes in persistence for a heavy-tailed sequence (Q693235): Difference between revisions

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+https://doi.org/10.1016/j.csda.2012.01.011
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+W2084235223
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@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
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+Tests of stationarity against a change in persistence
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+Testing for a change in persistence in the presence of non-stationary volatility
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+Monitoring change in persistence in linear time series
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+Efficient Tests for an Autoregressive Unit Root
@@ Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank @@
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+From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
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+Subsampling change-point detection in persistence with heavy-tailed innovations
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@@ Property / cites work @@
+Bootstrap Testing for Changes in Persistence with Heavy-Tailed Innovations
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+Modified tests for a change in persistence
@@ Property / cites work: Modified tests for a change in persistence / rank @@
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@@ Property / cites work @@
+A bootstrap approximation to a unit root test statistic for heavy-tailed observations.
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+Detection of change in persistence of a linear time series
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+Parameter estimation for infinite variance fractional ARIMA
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+Subsampling the mean of heavy‐tailed dependent observations
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+Detecting Multiple Changes in Persistence
@@ Property / cites work: Detecting Multiple Changes in Persistence / rank @@
+Normal rank
@@ Property / cites work @@
+Persistence change tests and shifting stable autoregressions
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@@ Property / cites work @@
+CUSUM of Squares‐Based Tests for a Change in Persistence
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@@ Property / cites work @@
+Q2709279
@@ Property / cites work: Q2709279 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for independence in heavy-tailed time series using the codifference function
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+Consistency of change point estimators for symmetrical stable distribution with parameters shift
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@@ Property / cites work @@
+Testing for a break in persistence under long-range dependencies
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@@ links / mardi / name / links / mardi / name @@
+Publication:693235