Bootstrap procedures for variance breaks test in time series with a changing trend

Hao JinDepartment of Mathematics, Xi An University of Science and Technology, Xi An, China;Department of Mathematics, University of North Texas, Denton, USAView further author information

Si ZhangDepartment of Mathematics, University of North Texas, Denton, USACorrespondence[email protected]
View further author information

Jinsuo ZhangSchool of Economics and Management, Yan An University, Yan An, ChinaView further author information

Shougang ZhangDepartment of Mathematics, University of North Texas, Denton, USAView further author information

Citations (2)

Keep up to date with the latest research on this topic with citation updates for this article.

Read on this site (1)

Hao Jin, Si Zhang, Jinsuo Zhang & Han Hao. (2018) Modified tests for change points in variance in the possible presence of mean breaks. Journal of Statistical Computation and Simulation 88:14, pages 2651-2667.
Read now

Articles from other publishers (1)

Kyungwon Kim, Ji Hwan Park, Minhyuk Lee & Jae Wook Song. (2022) Unsupervised Change Point Detection and Trend Prediction for Financial Time-Series Using a New CUSUM-Based Approach. IEEE Access 10, pages 34690-34705.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Bootstrap procedures for variance breaks test in time series with a changing trend

Articles from other publishers (1)

Information for

Open access

Opportunities

Help and information

Your download is now in progress and you may close this window

Login or register to access this feature

Bootstrap procedures for variance breaks test in time series with a changing trend

Citations (2)

Read on this site (1)

Articles from other publishers (1)

Reprints and Corporate Permissions

Academic Permissions

Related research

To cite this article:

Download citation

Information for

Open access

Opportunities

Help and information

Keep up to date