Subsampling tests for variance changes in the presence of autoregressive parameter shifts
DOI10.1016/J.JMVA.2010.04.010zbMATH Open1198.62096OpenAlexW2017542078MaRDI QIDQ604339FDOQ604339
Authors: Hao Jin, Jinsuo Zhang 
Publication date: 10 November 2010
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2010.04.010
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- Bootstrap tests for structural change with infinite variance observations
Cited In (4)
- The spurious regression of AR(\(p\)) infinite-variance sequence in the presence of structural breaks
- A test for the equality of monotone transformations of two random variables
- Modified tests for variance changes in autoregressive regression
- Modified testing for structural changes in autoregressive processes
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