Subsampling tests for the mean change point with heavy-tailed innovations

DOI10.1016/J.MATCOM.2008.11.020zbMATH Open1158.91454OpenAlexW2062422739MaRDI QIDQ1013151FDOQ1013151

Authors: Hao Jin, Zheng Tian, Ruibing Qin 

Publication date: 17 April 2009

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2008.11.020

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zbMATH Keywords

change pointsubsamplingheavy-tailedRCUSQ test

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

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Cited In (6)

• Modified tests for change points in variance in the possible presence of mean breaks
• Subsampling change-point detection in persistence with heavy-tailed innovations
• Estimation mean change-point in ARCH models with heavy-tailed innovations
• Subsampling procedures for a heavy-tailed unit root test with structural change
• Subsampling for General Statistics under Long Range Dependence with application to change point analysis
• Modified tests for variance changes in autoregressive regression

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