Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification (Q2189616)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification |
scientific article |
Statements
Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification (English)
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16 June 2020
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block wild bootstrap
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change point analysis
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CUSUM test
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high persistency
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mean changes
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variance shifts
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