Heteroscedasticity and Autocorrelation Robust Structural Change Detection

DOI10.1080/01621459.2013.787184OpenAlexW2025512415MaRDI QIDQ5327300

Zhou Zhou

Publication date: 7 August 2013

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2013.787184

zbMATH Keywords

bootstrapCUSUMclimate changepiecewise locally stationary time series

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (31)

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Uses Software

• FinTS

Cites Work

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