Jiajing Sun

Jiajing Sun

PhD, CFA, FIMA, Member of the London Mathematical Society. Associate Professor and the Deputy Director of the Department of Statistics and Data Science, School of Economics and Management, University of the Chinese Academy of Sciences.

13th International Conference of the ERCIM WG on Computational and Methodological Statistics

Date:

This talk discusses Testing Structural Breaks - A New Self-Normalization Approach Based on the Adjusted Sample Range, presented at the 13th International Conference of the ERCIM WG on Computational and Methodological Statistics.

Citation: Jiajing Sun. (2020). “Testing Structural Breaks - A New Self-Normalization Approach Based on the Adjusted Sample Range.” Presented at the 13th International Conference of the ERCIM WG on Computational and Methodological Statistics, London, UK.