{"id":"https://openalex.org/W2390776092","doi":null,"title":"MEAN MULTIPLE CHANGE POINT TEST OF STOCK DATA","display_name":"MEAN MULTIPLE CHANGE POINT TEST OF STOCK DATA","publication_year":2006,"publication_date":"2006-01-01","ids":{"openalex":"https://openalex.org/W2390776092","mag":"2390776092"},"language":"en","primary_location":{"id":"mag:2390776092","doi":null,"is_oa":false,"landing_page_url":"http://en.cnki.com.cn/Article_en/CJFDTOTAL-XBQG200605031.htm","pdf_url":null,"source":{"id":"https://openalex.org/S2764411488","display_name":"Journal of Shaanxi University of Science & Technology","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4324263044","host_organization_name":"Shaanxi University of Science & Technology","host_organization_lineage":["https://openalex.org/P4324263044"],"host_organization_lineage_names":["Shaanxi University of Science & Technology"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Journal of Shaanxi University of Science & Technology","raw_type":null},"volume":null,"type":"article","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5102754089","display_name":"Jiangtao Zhou","orcid":"https://orcid.org/0000-0001-7755-5221","observed_orcids":["https://orcid.org/0000-0001-7755-5221"]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Jiangtao Zhou","raw_affiliation_strings":["~1,HAN Si-er~2"],"raw_orcid":"https://orcid.org/0000-0001-7755-5221","affiliations":[{"raw_affiliation_string":"~1,HAN Si-er~2","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5102754089"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.29554896,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11443","display_name":"Advanced Statistical Process Monitoring","score":0.35350000858306885,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11443","display_name":"Advanced Statistical Process Monitoring","score":0.35350000858306885,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.296099990606308,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.08980000019073486,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/multiple-change-points","display_name":"multiple change points","score":0.8169999718666077},{"id":"https://openalex.org/keywords/structural-breaks","display_name":"structural breaks","score":0.7770000100135803},{"id":"https://openalex.org/keywords/stock-returns","display_name":"stock returns","score":0.5799999833106995},{"id":"https://openalex.org/keywords/financial-time-series","display_name":"financial time series","score":0.8360000252723694},{"id":"https://openalex.org/keywords/asymptotic-distribution","display_name":"asymptotic distribution","score":0.906000018119812},{"id":"https://openalex.org/keywords/asymptotic-critical-values","display_name":"asymptotic critical values","score":0.9240000247955322},{"id":"https://openalex.org/keywords/break-date-estimation","display_name":"break date estimation","score":0.8389999866485596}],"concepts":[{"id":"https://openalex.org/C191988596","wikidata":"https://www.wikidata.org/wiki/Q628374","display_name":"Null hypothesis","level":2,"score":0.6488684415817261},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.6344802975654602},{"id":"https://openalex.org/C65778772","wikidata":"https://www.wikidata.org/wiki/Q12345341","display_name":"Asymptotic distribution","level":3,"score":0.5784288644790649},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5738312005996704},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.507213830947876},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4979054927825928},{"id":"https://openalex.org/C87007009","wikidata":"https://www.wikidata.org/wiki/Q210832","display_name":"Statistical hypothesis testing","level":2,"score":0.48856911063194275},{"id":"https://openalex.org/C2777267654","wikidata":"https://www.wikidata.org/wiki/Q3519023","display_name":"Test (biology)","level":2,"score":0.45840293169021606},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.44820430874824524},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.1882185935974121},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"mag:2390776092","doi":null,"is_oa":false,"landing_page_url":"http://en.cnki.com.cn/Article_en/CJFDTOTAL-XBQG200605031.htm","pdf_url":null,"source":{"id":"https://openalex.org/S2764411488","display_name":"Journal of Shaanxi University of Science & Technology","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4324263044","host_organization_name":"Shaanxi University of Science & Technology","host_organization_lineage":["https://openalex.org/P4324263044"],"host_organization_lineage_names":["Shaanxi University of Science & Technology"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Journal of Shaanxi University of Science & Technology","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2360249090","https://openalex.org/W2752163966","https://openalex.org/W2738648092","https://openalex.org/W2953933551","https://openalex.org/W2749113506","https://openalex.org/W2342840993","https://openalex.org/W6941395419","https://openalex.org/W1497363055","https://openalex.org/W3135582840","https://openalex.org/W2052981157"],"abstract_inverted_index":{"Nowadays,the":[0],"change":[1],"of":[2,4,14,27,34,44,52,57,62,79,85,99],"structure":[3],"financial":[5,17],"time":[6],"series":[7],"model":[8],"is":[9,68,87],"centered":[10],"on":[11],"the":[12,25,32,39,42,50,63,80,83,91,97],"research":[13,26],"single":[15],"change-point.But":[16],"data":[18,94],"may":[19],"appear":[20],"multiple":[21,35,54],"change-points,and":[22],"so":[23],"in":[24],"practicalities,it":[28],"needs":[29],"to":[30],"test":[31,56,64,92],"exit":[33],"change-points":[36,55],"and":[37,41,82],"estimate":[38],"number":[40,84],"date":[43,81],"breaks.In":[45],"this":[46],"paper":[47],"auther":[48],"studied":[49],"problem":[51],"mean":[53],"stock":[58],"data.The":[59],"limiting":[60],"distribution":[61],"under":[65],"null":[66],"hypothesis":[67],"present.In":[69],"addition,We":[70],"derived":[71],"analytical":[72],"expression":[73],"for":[74],"asymptotic":[75],"critical":[76],"value.The":[77],"estimator":[78],"breaks":[86],"instantaneously":[88],"obtained":[89],"via":[90],"procedure.Real":[93],"analysis":[95],"support":[96],"validity":[98],"our":[100],"test.":[101]},"counts_by_year":[],"updated_date":"2025-10-10T17:16:08.811792","created_date":"2016-06-24T00:00:00"}