Bootstrap testing multiple changes in persistence for a heavy-tailed sequence (Q693235)
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scientific article; zbMATH DE number 6114052
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| English | Bootstrap testing multiple changes in persistence for a heavy-tailed sequence |
scientific article; zbMATH DE number 6114052 |
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Bootstrap testing multiple changes in persistence for a heavy-tailed sequence (English)
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7 December 2012
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moving ratio test
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0.903879165649414
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0.8900665044784546
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0.879217267036438
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0.8452485799789429
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0.8419021964073181
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