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Block wild bootstrap-based CUSUM tests robust to high persi..:
Lee, Taewook
;
Baek, Changryong
Computational Statistics & Data Analysis. 150 (2020) - p. 106996 , 2020
Link:
https://doi.org/10.1016/j.csda.2020.106996
RT Journal T1 <Title>Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.csda.2020.106996&Exemplar=1&LAN=DE A1 Lee, Taewook A1 Baek, Changryong PB Elsevier BV YR 2020 SN 0167-9473 JF Computational Statistics & Data Analysis VO 150 SP 106996 LK http://dx.doi.org/https://doi.org/10.1016/j.csda.2020.106996 DO https://doi.org/10.1016/j.csda.2020.106996 SF ELIB - SuUB Bremen
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