Subsampling change-point detection in persistence with heavy-tailed innovations
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics
Link
http://link.springer.com/content/pdf/10.1007/BF02831958.pdf
Reference14 articles.
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3. R. Bhattacharya, M. Bandyopadhyay and S. Banerjee,Stability and bifurcation in a diffusive prey-predator system: non-linear bifurcation analysis, J. Appl. Math. & Computing(old KJCAM)10 (2002), 17–26.
4. N. H. Bingham, C. M. Goldie and J. L. Teugels,Regular variation, Cambridge University Press, 1987.
5. F. Busetti and A. M. R. Taylor,Tests of stationarity against a change in persistence Journal of Econometrics123 (2004), 33–66.
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1. Block bootstrap testing for changes in persistence with heavy-tailed innovations;Communications in Statistics - Theory and Methods;2017-09-14
2. Monitoring Change in Persistence Against the Null of Difference-Stationarity in Infinite Variance Observations;Communications in Statistics - Simulation and Computation;2014-07-28
3. Monitoring persistent change in a heavy-tailed sequence with polynomial trends;Journal of the Korean Statistical Society;2013-12
4. Bootstrap testing multiple changes in persistence for a heavy-tailed sequence;Computational Statistics & Data Analysis;2012-07
5. Monitoring persistence change in infinite variance observations;Journal of the Korean Statistical Society;2012-03
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