A simple test of changes in mean in the possible presence of long‐range dependence
By Xiaofeng Shao. 2011
81 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/4c73734e99852ff1da30eba5cfdc6e230dc58c98
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Lajos Horv'ath
- Alexander Aue
- Gregory Rice
- Xianyang Zhang
- Haeran Cho
- Piotr Kokoszka
- Piotr Fryzlewicz
- Holger Dette
In Finance
- Lajos Horv'ath
- Alexander Aue
- Gregory Rice
- Piotr Kokoszka
- Matthew Reimherr
- Xianyang Zhang
- S. Ling
- Christian Francq
Citations in the corpus
- Structural breaks in time series (2013, methodology): “Among them are Ohanissian et al. (2008) who used an aggregation approach, Qu (2011) who utilized a frequency domain test statistic, and Shao (2011) who worked with a CUSUM-type statistics.”