The following publications are possibly variants of this publication:
- Estimation Mean Change-Point in ARCH Models with Heavy-Tailed InnovationsHao Jin, Zheng Tian, Yunfeng Yang. cssc, 39(2):390-404, 2010. [doi]
- Ratio detections for change point in heavy tailed observationsRuibing Qin, Xiaoqin Yang, Zhanshou Chen. cssc, 51(5):2487-2510, 2022. [doi]
- Ratio Tests for Persistence Change with Heavy Tailed ObservationsYunfeng Yang, Hao Jin. jnw, 9(6):1409-1415, 2014. [doi]