Subsampling ratio tests for structural changes in time series with heavy-tailed AR( p ) errors

DOI10.1080/03610918.2022.2111584MaRDI QIDQ6972489zbMATH OpenFDO

Authors Ai-Min Wang, Si Zhang, Jia Liu

Publication date 12 June 2025

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2022.2111584

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(3)

• Robust ratio-typed test for location change under strong mixing heavy-tailed time series model
• M-procedures robust to structural changes detection under strong mixing heavy-tailed time series models
• A test for trend gradual changes in heavy tailed AR(p) sequences

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