Bootstrap procedures for variance breaks test in time series with a changing trend
DOI10.1080/03610926.2017.1377256OpenAlexW2752695981MaRDI QIDQ5154101
Hao Jin, Jinsuo Zhang, Si Zhang, Shou-Gang Zhang
Publication date: 1 October 2021
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2017.1377256
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Functional limit theorems; invariance principles (60F17) Non-Markovian processes: hypothesis testing (62M07)
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