Moving block bootstrapping for a CUSUM test for correlation change
type: Item
instance of: scholarly article
title: Moving block bootstrapping for a CUSUM test for correlation change
author: Ji Eun Choi
author: Dong Wan Shin
published in: Computational Statistics and Data Analysis
publication date: 2019-03-29T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G09
zbMATH DE Number: 7045227
zbMATH Keywords: CUSUM test
zbMATH Keywords: bootstrap test
zbMATH Keywords: conditional heteroscedasticity
zbMATH Keywords: serially correlation
zbMATH Keywords: moving block bootstrapping
MaRDI profile type: Publication
full work available at URL: j.csda.2018.10.016
OpenAlex ID: W2914475510
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Wikidata QID: Q128439150
DOI: 10.1016/J.CSDA.2018.10.016
description: scientific article; zbMATH DE number 7045227