Moving block bootstrapping for a CUSUM test for correlation change (Q1738004)

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scientific article
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Moving block bootstrapping for a CUSUM test for correlation change
scientific article

    Statements

    title
    Moving block bootstrapping for a CUSUM test for correlation change (English)
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    author
    Ji-Eun Choi
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    Dong Wan Shin
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    publication date
    29 March 2019
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    zbMATH Keywords
    CUSUM test
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    bootstrap test
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    conditional heteroscedasticity
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    serially correlation
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    moving block bootstrapping
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    Identifiers

    Mathematics Subject Classification ID
    62-08
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    62M10
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    62G09
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    zbMATH DE Number
    7045227
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    OpenAlex ID
    W2914475510
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    Wikidata QID
    Q128439150
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