Monitoring persistence change in infinite variance observations

DOI10.1016/J.JKSS.2011.06.001zbMath1296.62157OpenAlexW1972268194MaRDI QIDQ744739

Zheng Tian, Zhanshou Chen, Chunhui Zhao

Publication date: 26 September 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2011.06.001

zbMATH Keywords

bootstrapheavy tailsmonitoringchange in persistence

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Sequential statistical analysis (62L10)

Related Items (4)

Monitoring persistent change in a heavy-tailed sequence with polynomial trends ⋮ Moving ratio test for multiple changes in persistence ⋮ Monitoring parameter changes in RCA(\(p\)) models ⋮ Monitoring Change in Persistence Against the Null of Difference-Stationarity in Infinite Variance Observations

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