Ratio detections for change point in heavy tailed observations
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Publication:5082994
DOI10.1080/03610918.2019.1697820OpenAlexW2996392454WikidataQ126528667 ScholiaQ126528667MaRDI QIDQ5082994
Zhanshou Chen, Xiaoqin Yang, Ruibing Qin
Publication date: 21 June 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2019.1697820
Cites Work
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- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
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- Subsampling the mean of heavy‐tailed dependent observations
- Ratio detection for mean change in α mixing observations
- Jump information criterion for statistical inference in estimating discontinuous curves
- Ratio test to detect change in the variance of linear process
- Residual-Based Block Bootstrap for Unit Root Testing
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