Pages that link to "Item:Q693235"
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The following pages link to Bootstrap testing multiple changes in persistence for a heavy-tailed sequence (Q693235):
Displaying 9 items.
- Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546) (← links)
- Sieve bootstrap monitoring for change from short to long memory (Q1668144) (← links)
- Generalized Cauchy model of sea level fluctuations with long-range dependence (Q2147756) (← links)
- Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics (Q2419902) (← links)
- Monitoring parameter changes in RCA(\(p\)) models (Q2513794) (← links)
- Block bootstrap testing for changes in persistence with heavy-tailed innovations (Q4639103) (← links)
- Ratio detections for change point in heavy tailed observations (Q5082994) (← links)
- Monitoring Change in Persistence Against the Null of Difference-Stationarity in Infinite Variance Observations (Q5252809) (← links)
- Structural Change Monitoring for Random Coefficient Autoregressive Time Series (Q5259144) (← links)
