Monitoring Persistence Change in Heavy-Tailed Observations
In this paper, a ratio test based on bootstrap approximation is proposed to detect the persistence change in heavy-tailed observations. This paper focuses on the symmetry testing problems of <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"...
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| Format: | Article |
| Language: | English |
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MDPI AG
2021-05-01
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| Series: | Symmetry |
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| Online Access: | https://www.mdpi.com/2073-8994/13/6/936 |