Modified Testing for Structural Changes in Autoregressive Processes
Received:March 23, 2009  Revised:May 28, 2010
Key Words: subsampling   RCUSQ test   Brownian bridge   structural changes.  
Fund Project:Supported by the National Natural Science Foundation of China (Grant Nos.70873094; 08&ZD046; 10926197; 2010039).
Author NameAffiliation
Hao JIN School of Science, Xi'an University of Science and Technology, Shaanxi 710054, P. R. China
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, Chinese Academy of Sciences, Beijing 100101, P. R. China 
Yun Feng YANG School of Science, Xi'an University of Science and Technology, Shaanxi 710054, P. R. China 
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Abstract:
      
Citation:
DOI:10.3770/j.issn:1000-341X.2011.01.009
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