基于调整样本值域的自正则结构性变化的检验
Published in 统计研究, 2022
Abtract
This paper proposes an adjusted sample range-based self-normalization method for testing structural breaks in time series. The method performs well under strong dependence and heavy-tail distributions, significantly improving the accuracy of structural break testing.
Recommended citation: 孙佳婧（通讯作者）等 (2022). "基于调整样本值域的自正则结构性变化的检验." 统计研究 (Statistical Research), 39(04): 122-133.