Author:
Cheng Yangyi,Jin Hao,Zhao Gaochang,Liu Meiting
Publisher
Springer International Publishing
Reference13 articles.
1. Kim, J.Y.: Detection of change in persistence of a linear time series. J. Econometrics 95(1), 97–116 (2000)
2. Wang, D.: Monitoring persistence change in heavy-tailed observations. Symmetry 13, 936 (2021)
3. Perron, P., Yamamoto, Y.: Pitfalls of two-step testing for changes in the error variance and coefficients of a linear regression model. Econometrics 7(2), 22 (2019)
4. Perron, P., Yamamoto, Y.: The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence. Empirical Econ. 7, 1–26 (2021)
5. Horváth, L., Hušková, M., Kokoszka, P., Steinebach, J.: Monitoring changes in linear models. J. Stat. Plann. Inference 126(1), 225–251 (2004)