Pages that link to "Item:Q4828178"

The following pages link to Subsampling the mean of heavy‐tailed dependent observations (Q4828178):

Displaying 11 items.

• Monitoring persistent change in a heavy-tailed sequence with polynomial trends (Q395915) (← links)
• Bootstrap testing multiple changes in persistence for a heavy-tailed sequence (Q693235) (← links)
• Bootstrap tests for structural change with infinite variance observations (Q731938) (← links)
• Monitoring persistence change in infinite variance observations (Q744739) (← links)
• Subsampling tests for the mean change point with heavy-tailed innovations (Q1013151) (← links)
• The spurious regression of AR(\(p\)) infinite-variance sequence in the presence of structural breaks (Q1615082) (← links)
• Detection and estimation of structural change in heavy-tailed sequence (Q2980141) (← links)
• Ratio detections for change point in heavy tailed observations (Q5082994) (← links)
• Truncating Estimation for the Mean Change-Point in Heavy-Tailed Dependent Observations (Q5201471) (← links)
• Monitoring Change in Persistence Against the Null of Difference-Stationarity in Infinite Variance Observations (Q5252809) (← links)
• Bootstrap Testing for Changes in Persistence with Heavy-Tailed Innovations (Q5421577) (← links)