A bootstrap bias correction of long run fourth order moment estimation in the CUSUM of squares test

DOI10.1080/00949655.2020.1711519OpenAlexW2741075812WikidataQ126401870 ScholiaQ126401870MaRDI QIDQ5107751

Davide De Gaetano

Publication date: 28 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2020.1711519

zbMATH Keywords

bias correctionstructural breaksCUSUM of squares test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bootstrap, jackknife and other resampling methods (62F40)

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