Open AccessStationary bootstrapping for structural break tests for a heterogeneous autoregressive model
Author(s) -
Eunju Hwang,
Dong Wan Shin
Publication year - 2017
Publication title -
communications for statistical applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.326
H-Index - 6
eISSN - 2383-4757
pISSN - 2287-7843
DOI - 10.5351/csam.2017.24.4.367
Subject(s) - bootstrapping (finance) , autoregressive model , cusum , mathematics , central limit theorem , statistics , monte carlo method , econometrics , variance (accounting) , autoregressive conditional heteroskedasticity , volatility (finance) , accounting , business
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