Monitoring persistence change in infinite variance observations
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Publication:744739
DOI10.1016/J.JKSS.2011.06.001zbMath1296.62157OpenAlexW1972268194MaRDI QIDQ744739
Zheng Tian, Zhanshou Chen, Chunhui Zhao
Publication date: 26 September 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2011.06.001
Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Sequential statistical analysis (62L10)
Related Items (4)
Monitoring persistent change in a heavy-tailed sequence with polynomial trends ⋮ Moving ratio test for multiple changes in persistence ⋮ Monitoring parameter changes in RCA(\(p\)) models ⋮ Monitoring Change in Persistence Against the Null of Difference-Stationarity in Infinite Variance Observations
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