Bootstrap testing multiple changes in persistence for a heavy-tailed sequence

Computational Statistics and Data Analysis - Tập 56 - Trang 2303-2316 - 2012
Zhanshou Chen1,2, Zi Jin3, Zheng Tian2,4, Peiyan Qi2
1Department of Mathematics, Qinghai Normal University, Xining, Qinghai 810008, PR China
2Department of Applied Mathematics, Northwestern Polytechnical University, Xi'an, Shaanxi 710072, PR China
3Department of Statistics, University of British Columbia, 333-6356 Agricultural Road, Vancouver, BC V67T 1Z2, Canada
4National Laboratory of Pattern Recognition, Institute of Automation, Chinese Academy of Sciences, Beijing, 100101, PR China

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