✦ LIBER ✦

Bootstrap Testing for Changes in Persistence with Heavy-Tailed Innovations

✍ Scribed by Han, Sier; Tian, Zheng

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Bootstrap testing multiple changes in pe

✍ Zhanshou Chen; Zi Jin; Zheng Tian; Peiyan Qi 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 268 KB

Subsampling change-point detection in pe

✍ Sier Han; Zheng Tian 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 190 KB 👁 1 views

Finite-sample bootstrap inference in GAR

✍ Richard Luger 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 519 KB

Subsampling tests for the mean change po

✍ Hao Jin; Zheng Tian; Ruibing Qin 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 542 KB

Asymptotics for the residual-based boots

✍ Fu, Ke-Ang; Li, Yuechao; Ng, Andrew Cheuk-Yin 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 486 KB

Truncating estimation for the change in

✍ Ruibing Qin; Zheng Tian; Hao Jin 📂 Article 📅 2009 🏛 Springer-Verlag 🌐 English ⚖ 257 KB