Subsampling tests for the mean change point with heavy-tailed innovations
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Publication:1013151
DOI10.1016/J.MATCOM.2008.11.020zbMath1158.91454OpenAlexW2062422739MaRDI QIDQ1013151
Ruibing Qin, Hao Jin, Zheng Tian
Publication date: 17 April 2009
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2008.11.020
Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)
Related Items (2)
Modified tests for variance changes in autoregressive regression ⋮ Modified tests for change points in variance in the possible presence of mean breaks
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