Detecting Variance Change-Points for Blocked Time Series and Dependent Panel Data

DOI10.1080/07350015.2015.1026438MaRDI QIDQ6667072zbMATH OpenFDO

Authors Minya Xu, Ping-Shou Zhong

Publication date 20 January 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2015.1026438

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: hypothesis testing (62M07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(2)

• Robust ratio-typed test for location change under strong mixing heavy-tailed time series model
• M-procedures robust to structural changes detection under strong mixing heavy-tailed time series models

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