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

DOI10.1016/J.MATCOM.2008.11.020MaRDI QIDQ1013151zbMATH OpenOpenAlexFDO

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

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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• When does bootstrap work! Asymptotic results and simulations

Cited in

(7)

• A nonparametric test for the mean change-point in heavy-tail observation
• 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
• Modified tests for variance changes in autoregressive regression
• Subsampling for General Statistics under Long Range Dependence with application to change point analysis

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