Yunfeng Yang, Hao Jin. Ratio Tests for Persistence Change with Heavy Tailed Observations. JNW, 9(6):1409-1415, 2014. [doi]
@article{YangJ14-2,
title = {Ratio Tests for Persistence Change with Heavy Tailed Observations},
author = {Yunfeng Yang and Hao Jin},
year = {2014},
doi = {10.4304/jnw.9.6.1409-1415},
url = {http://dx.doi.org/10.4304/jnw.9.6.1409-1415},
researchr = {https://researchr.org/publication/YangJ14-2},
cites = {0},
citedby = {0},
journal = {JNW},
volume = {9},
number = {6},
pages = {1409-1415},
}