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

Zhanshou Chen, Zi Jin, Zheng Tian, Peiyan Qi. Bootstrap testing multiple changes in persistence for a heavy-tailed sequence. Computational Statistics & Data Analysis, 56(7):2303-2316, 2012. [doi]

Authors

Zhanshou Chen

This author has not been identified. Look up 'Zhanshou Chen' in Google

Zi Jin

This author has not been identified. Look up 'Zi Jin' in Google

Zheng Tian

This author has not been identified. Look up 'Zheng Tian' in Google

Peiyan Qi

This author has not been identified. Look up 'Peiyan Qi' in Google