Moving block bootstrapping for a CUSUM test for correlation change (Q1738004)
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scientific article; zbMATH DE number 7045227
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moving block bootstrapping for a CUSUM test for correlation change |
scientific article; zbMATH DE number 7045227 |
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Moving block bootstrapping for a CUSUM test for correlation change (English)
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29 March 2019
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CUSUM test
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bootstrap test
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conditional heteroscedasticity
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serially correlation
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moving block bootstrapping
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