Modified Block Bootstrap Testing for Persistence Change in Infinite Variance Observations
This paper investigates the properties of the change in persistence detection for observations with infinite variance. The innovations are assumed to be in the domain of attraction of a stable law with index <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display=...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-01-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/12/2/258 |