Moving block bootstrapping for a CUSUM test for correlation change
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Publication:1738004
DOI10.1016/j.csda.2018.10.016OpenAlexW2914475510WikidataQ128439150 ScholiaQ128439150MaRDI QIDQ1738004
Publication date: 29 March 2019
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2018.10.016
bootstrap testCUSUM testconditional heteroscedasticitymoving block bootstrappingserially correlation
Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)
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Cites Work
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