Bootstrap tests for structural change with infinite variance observations
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- Jin, Hao & Zhang, Jinsuo, 2011. "Modified tests for variance changes in autoregressive regression," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(6), pages 1099-1109.
- Tianming Xu & Yuesong Wei, 2023. "Ratio Test for Mean Changes in Time Series with Heavy-Tailed AR( p ) Noise Based on Multiple Sampling Methods," Mathematics, MDPI, vol. 11(18), pages 1-14, September.
- Jin, Hao & Zhang, Jinsuo & Zhang, Si & Yu, Cong, 2013. "The spurious regression of AR(p) infinite-variance sequence in the presence of structural breaks," Computational Statistics & Data Analysis, Elsevier, vol. 67(C), pages 25-40.
- Jin, Hao & Zhang, Jinsuo, 2010. "Subsampling tests for variance changes in the presence of autoregressive parameter shifts," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2255-2265, November.
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