Monitoring persistent change in a heavy-tailed sequence with polynomial trends
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Reference25 articles.
1. Tests of stationarity against a change in persistence;Busetti;Journal of Econometrics,2004
2. Testing for a change in persistence in the presence of a non-stationary volatility;Carvaliere;Journal of Econometrics,2008
3. Monitoring change in persistence in linear time series;Chen;Statistics and Probability Letters,2010
4. Monitoring persistence change in infinite variance observations;Chen;Journal of the Korean Statistical Society,2012
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Cited by 1 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. Monitoring Stationarity and Cointegration;SSRN Electronic Journal;2015
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