Monitoring persistence change in infinite variance observations (Q744739): Difference between revisions

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+Q4726487
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+Tests of stationarity against a change in persistence
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+Asymptotic inference in time series regressions with a unit root and infinite variance errors
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+Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors
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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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+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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+Bootstrap Testing for Changes in Persistence with Heavy-Tailed Innovations
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+Monitoring changes in linear models
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+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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+Subsampling the mean of heavy‐tailed dependent observations
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+Persistence change tests and shifting stable autoregressions
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+CUSUM of Squares‐Based Tests for a Change in Persistence
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+ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL  CORRELATION AND HEAVY-TAILED DISTRIBUTIONS
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+Q2709279
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+Point processes, regular variation and weak convergence
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+Long memory versus structural breaks: an overview
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+Testing for a break in persistence under long-range dependencies
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+MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY
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