Moving block bootstrapping for a CUSUM test for correlation change (Q1738004)
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scientific article; zbMATH DE number 7045227
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| default for all languages | No label defined |
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| English | Moving block bootstrapping for a CUSUM test for correlation change |
scientific article; zbMATH DE number 7045227 |
Statements
Moving block bootstrapping for a CUSUM test for correlation change (English)
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29 March 2019
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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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0.8218141198158264
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0.8033245205879211
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0.791592538356781
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0.7782405018806458
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0.7762110233306885
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