Subsample scan test for multiple breaks based on self-normalization.

Autor: Choi, Ji-Eun1 (AUTHOR), Shin, Dong Wan2 (AUTHOR) shindw@ewha.ac.kr
Zdroj: Communications in Statistics: Theory & Methods. 2024, Vol. 53 Issue 2, p627-640. 14p.
Databáze: Business Source Ultimate