Subsampling ratio tests for structural changes in time series with heavy-tailed AR(<i>p</i>) errors-Reference-Cited by-同舟云学术

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Subsampling ratio tests for structural changes in time series with heavy-tailed AR(p) errors

Published:2022-08-22 Issue: Volume: Page:1-27
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Jin Hao¹²,Wang Aimin²,Zhang Si²,Liu Jia²

Affiliation:

1. School of Computer Science and Technology, Xi’an University of Science and Technology, Xi’an, China

2. School of Sciences, Xi’an University of Science and Technology, Xi’an, China

Funder

NNSF

SNSF

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610918.2022.2111584

Reference38 articles.

1. Structural Breaks in Financial Time Series

2. Estimation and inference of change points in high-dimensional factor models

3. Regular Variation

4. Ratio tests for variance change in nonparametric regression

Cited by 3 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. Quasi-autocorrelation coefficient change test of heavy-tailed sequences based on M-estimation;AIMS Mathematics;2024

2. A Least Squares Estimator for Gradual Change-Point in Time Series with m-Asymptotically Almost Negatively Associated Errors;Axioms;2023-09-20

3. Ratio Test for Mean Changes in Time Series with Heavy-Tailed AR(p) Noise Based on Multiple Sampling Methods;Mathematics;2023-09-20

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