Modified tests for change points in variance in the possible presence of mean breaks-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Modified tests for change points in variance in the possible presence of mean breaks

Published:2018-06-06 Issue:14 Volume:88 Page:2651-2667
ISSN:0094-9655
Container-title:Journal of Statistical Computation and Simulation
language:en
Short-container-title:Journal of Statistical Computation and Simulation

Author:

Jin Hao¹²,Zhang Si¹,Zhang Jinsuo³,Hao Han²

Affiliation:

1. Department of Mathematics, Xi An University of Science and Technology, Xi An, People's Republic of China

2. Department of Mathematics, University of North Texas, Denton, TX, USA

3. Department of Management, Yan An University, Yan An, People's Republic of China

Funder

National Natural Science Foundation of China

Shaanxi Natural Science Foundation of China

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/00949655.2018.1482300

Reference39 articles.

1. On the Cusum test for parameter changes in garch(1,1) Models

2. The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes

3. On the cusum of squares test for variance change in nonstationary and nonparametric time series models

4. MONITORING CONSTANCY OF VARIANCE IN CONDITIONALLY HETEROSKEDASTIC TIME SERIES

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. YÜKSEK FREKANSLI TÜRK LİRASI GETİRİLERİNDE YAPISAL KIRILMALARIN BELİRLENMESİ;Journal of Research in Business;2024-06-27

2. Modified Block Bootstrap Testing for Persistence Change in Infinite Variance Observations;Mathematics;2024-01-12

3. Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach;Journal of Econometrics;2024-01

4. Quasi-autocorrelation coefficient change test of heavy-tailed sequences based on M-estimation;AIMS Mathematics;2024

5. Unsupervised Change Point Detection and Trend Prediction for Financial Time-Series Using a New CUSUM-Based Approach;IEEE Access;2022

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3