Bootstrap testing for discontinuities under long-range dependence

DOI10.1016/j.jmva.2011.10.003zbMath1236.62036OpenAlexW2010129873MaRDI QIDQ764501

Yevgen Shumeyko, Jan Beran

Publication date: 13 March 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.10.003

zbMATH Keywords

waveletthresholdingnonparametric regression

Mathematics Subject Classification ID

Uses Software

• longmemo
• wmtsa

Cites Work

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