Bootstrap Test for Stationarity of Heavy-Tailed Series with Structural Breaks
Received:January 16, 2009  Revised:October 28, 2009
Key Words: $\kappa$ stable innovations   structural breaks   stationarity   Heavy tails   bootstrap.  
Fund Project:Supported by the National Natural Science Foundation of China (Grant Nos.10926197; 60972150).
Author NameAffiliation
Rui Bing QIN Department of Applied Mathematics, Northwestern Polytechnical University, Shaanxi 710072, P. R. China 
Zheng TIAN Department of Applied Mathematics, Northwestern Polytechnical University, Shaanxi 710072, P. R. China
State Key Laboratory of Remote Sensing Science, Beijing 100101, P. R. China 
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Abstract:
      
Citation:
DOI:10.3770/j.issn:1000-341X.2010.06.009
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