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Jin H, Wang A, Zhang S, Liu J. Subsampling ratio tests for structural changes in time series with heavy-tailed AR( p) errors. COMMUN STAT-SIMUL C 2022. [DOI: 10.1080/03610918.2022.2111584] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/03/2022]
Affiliation(s)
- Hao Jin
- School of Computer Science and Technology, Xi’an University of Science and Technology, Xi’an, China
- School of Sciences, Xi’an University of Science and Technology, Xi’an, China
| | - Aimin Wang
- School of Sciences, Xi’an University of Science and Technology, Xi’an, China
| | - Si Zhang
- School of Sciences, Xi’an University of Science and Technology, Xi’an, China
| | - Jia Liu
- School of Sciences, Xi’an University of Science and Technology, Xi’an, China
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Choi JE, Shin DW. Subsample scan test for multiple breaks based on self-normalization. COMMUN STAT-THEOR M 2022. [DOI: 10.1080/03610926.2022.2087883] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/03/2022]
Affiliation(s)
- Ji-Eun Choi
- Department of Statistics, Pukyong National University, Pusan, Republic of Korea
| | - Dong Wan Shin
- Department of Statistics, Ewha University, Seoul, Republic of Korea
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Choi JE, Shin DW. Block bootstrapping for a panel mean break test. J Korean Stat Soc 2020. [DOI: 10.1007/s42952-019-00034-8] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 12/01/2022]
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Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels. METRIKA 2017. [DOI: 10.1007/s00184-017-0627-y] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/18/2022]
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