The CUSUM statistic of change point under NA sequences
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Publication:2076705
DOI10.1007/s11766-021-4015-zzbMath1499.62311OpenAlexW4200039430MaRDI QIDQ2076705
Xiaoqin Li, Jian-ling Jiao, Jin Ling, Wenzhi Yang
Publication date: 22 February 2022
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11766-021-4015-z
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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