Monitoring Change in Persistence Against the Null of Difference-Stationarity in Infinite Variance Observations (Q5252809)
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scientific article; zbMATH DE number 6442480
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monitoring Change in Persistence Against the Null of Difference-Stationarity in Infinite Variance Observations |
scientific article; zbMATH DE number 6442480 |
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Monitoring Change in Persistence Against the Null of Difference-Stationarity in Infinite Variance Observations (English)
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3 June 2015
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bootstrap
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change in persistence
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heavy tails
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monitoring
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