Bootstrap testing multiple changes in persistence for a heavy-tailed sequence
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability
Reference25 articles.
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4. Monitoring change in persistence in linear time series;Chen;Statistics & Probability Letters,2010
5. Efficient tests for an autoregressive unit root;Elliott;Econometrica,1996
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