Monitoring Persistence Change in Heavy-Tailed Observations

In this paper, a ratio test based on bootstrap approximation is proposed to detect the persistence change in heavy-tailed observations. This paper focuses on the symmetry testing problems of <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"...

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Bibliographic Details
Main Author: Dan Wang
Format: Article
Language:English
Published: MDPI AG 2021-05-01
Series:Symmetry
Subjects:
Online Access:https://www.mdpi.com/2073-8994/13/6/936