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Detecting Variance Change-Points for Blocked Time Series and Dependent Panel Data - MaRDI portal

Detecting Variance Change-Points for Blocked Time Series and Dependent Panel Data

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Publication:6667072

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DOI10.1080/07350015.2015.1026438MaRDI QIDQ6667072

Unnamed Author, Ping-Shou Zhong, Minya Xu

Publication date: 20 January 2025

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: hypothesis testing (62M07)

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