Heteroscedasticity and autocorrelation robust structural change detection

Journal of the American Statistical Association

Volumn 108, Issue 502, 2013, Pages 726-740

  Zhou, Zhou ^a  

^a UNIVERSITY OF TORONTO   (Canada)

Author keywords

Bootstrap; Climate change; CUSUM; Piecewise locally stationary time series

Indexed keywords

EID: 84890038137     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.2013.787184     Document Type: Article

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