Sieve bootstrap monitoring persistence change in long memory process
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Publication:1747560
DOI10.4310/SII.2016.V9.N1.A4zbMath1388.62248OpenAlexW2728806651MaRDI QIDQ1747560
Yuhong Xing, Zheng Tian, Zhanshou Chen
Publication date: 8 May 2018
Published in: Statistics and Its Interface (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4310/sii.2016.v9.n1.a4
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Fractional processes, including fractional Brownian motion (60G22) Bootstrap, jackknife and other resampling methods (62F40) Sequential statistical analysis (62L10)
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