Bootstrap testing multiple changes in persistence for a heavy-tailed sequence
From MaRDI portal
Publication:693235
DOI10.1016/j.csda.2012.01.011zbMath1252.62086MaRDI QIDQ693235
Zi Jin, Zheng Tian, Peiyan Qi, Zhanshou Chen
Publication date: 7 December 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2012.01.011
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G10: Stationary stochastic processes
62G09: Nonparametric statistical resampling methods
62M07: Non-Markovian processes: hypothesis testing
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