"Subsampling ratio tests for structural changes in time series with ..."

Hao Jin et al. (2024)

> Home

Details and statistics

DOI: 10.1080/03610918.2022.2111584

access: closed

type: Journal Article

metadata version: 2024-09-11

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/cssc/JinWZL24
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/cssc/JinWZL24
Hao Jin, Aimin Wang, Si Zhang, Jia Liu:
Subsampling ratio tests for structural changes in time series with heavy-tailed AR( p ) errors. Commun. Stat. Simul. Comput. 53(8): 3721-3747 (2024)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.