Pages that link to "Item:Q731938"
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The following pages link to Bootstrap tests for structural change with infinite variance observations (Q731938):
Displaying 8 items.
- Subsampling tests for variance changes in the presence of autoregressive parameter shifts (Q604339) (← links)
- Modified tests for variance changes in autoregressive regression (Q632729) (← links)
- The spurious regression of AR(\(p\)) infinite-variance sequence in the presence of structural breaks (Q1615082) (← links)
- A quasi-Bayesian change point detection with exchangeable weights (Q2676909) (← links)
- Detection and estimation of structural change in heavy-tailed sequence (Q2980141) (← links)
- Modified tests for change points in variance in the possible presence of mean breaks (Q4960712) (← links)
- Ratio detections for change point in heavy tailed observations (Q5082994) (← links)
- Bootstrap procedures for variance breaks test in time series with a changing trend (Q5154101) (← links)