Journal
AIMS MATHEMATICS
Volume 7, Issue 6, Pages 10245-10255Publisher
AMER INST MATHEMATICAL SCIENCES-AIMS
DOI: 10.3934/math.2022570
Keywords
long memory; multiple change points; ANOVA; sieve bootstrap; test
Categories
Funding
- National Natural Foundation of China [11771353, 12171391]
- Natural Science Basic Research Program of Shaanxi [2022JM-024]
Ask authors/readers for more resources
This paper studies the sieve bootstrap test for multiple change points in the mean of long memory sequence. Firstly, the ANOVA test statistics for change points detection is obtained. Secondly, sieve bootstrap statistics is constructed and the consistency under the Mallows measure is proved. Finally, the effectiveness of the method was illustrated by simulation and example analysis. Simulation results show that our method can not only control the empirical size well but also have reasonable good power.
In this paper, the sieve bootstrap test for multiple change points in the mean of long memory sequence is studied. Firstly, the ANOVA test statistics for change points detection is obtained. Secondly, sieve bootstrap statistics is constructed and the consistency under the Mallows measure is proved. Finally, the effectiveness of the method was illustrated by simulation and example analysis. Simulation results show that our method can not only control the empirical size well but also have reasonable good power.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available