Monitoring Persistence Change in Heavy-Tailed Observations

Wang, D

Wang, D (corresponding author), Northwest Univ, Sch Math, Xian 710127, Peoples R China.

SYMMETRY-BASEL, 2021; 13 (6):

Abstract

In this paper, a ratio test based on bootstrap approximation is proposed to detect the persistence change in heavy-tailed observations. This paper foc......

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