{"id":"https://openalex.org/W4292608014","doi":"https://doi.org/10.1080/03610918.2022.2111584","title":"Subsampling ratio tests for structural changes in time series with heavy-tailed AR( <i>p</i> ) errors","display_name":"Subsampling ratio tests for structural changes in time series with heavy-tailed AR( <i>p</i> ) errors","publication_year":2022,"publication_date":"2022-08-22","ids":{"openalex":"https://openalex.org/W4292608014","doi":"https://doi.org/10.1080/03610918.2022.2111584"},"language":"en","primary_location":{"id":"doi:10.1080/03610918.2022.2111584","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2022.2111584","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"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/A5101731285","display_name":"Hao Jin","orcid":"https://orcid.org/0000-0003-2294-3408"},"institutions":[{"id":"https://openalex.org/I110440473","display_name":"Xi'an University of Science and Technology","ror":"https://ror.org/046fkpt18","country_code":"CN","type":"education","lineage":["https://openalex.org/I110440473"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Hao Jin","raw_affiliation_strings":["School of Computer Science and Technology, Xi\u2019an University of Science and Technology, Xi\u2019an, China","School of Sciences, Xi\u2019an University of Science and Technology, Xi\u2019an, China","School of Computer Science and Technology, Xi'an University of Science and Technology, Xi'an, China","School of Sciences, Xi'an University of Science and Technology, Xi'an, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Computer Science and Technology, Xi\u2019an University of Science and Technology, Xi\u2019an, China","institution_ids":["https://openalex.org/I110440473"]},{"raw_affiliation_string":"School of Sciences, Xi\u2019an University of Science and Technology, Xi\u2019an, China","institution_ids":["https://openalex.org/I110440473"]},{"raw_affiliation_string":"School of Computer Science and Technology, Xi'an University of Science and Technology, Xi'an, China","institution_ids":["https://openalex.org/I110440473"]},{"raw_affiliation_string":"School of Sciences, Xi'an University of Science and Technology, Xi'an, China","institution_ids":["https://openalex.org/I110440473"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100747265","display_name":"Aimin Wang","orcid":"https://orcid.org/0000-0002-7259-8297"},"institutions":[{"id":"https://openalex.org/I110440473","display_name":"Xi'an University of Science and Technology","ror":"https://ror.org/046fkpt18","country_code":"CN","type":"education","lineage":["https://openalex.org/I110440473"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Aimin Wang","raw_affiliation_strings":["School of Sciences, Xi\u2019an University of Science and Technology, Xi\u2019an, China","School of Sciences, Xi'an University of Science and Technology, Xi'an, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Sciences, Xi\u2019an University of Science and Technology, Xi\u2019an, China","institution_ids":["https://openalex.org/I110440473"]},{"raw_affiliation_string":"School of Sciences, Xi'an University of Science and Technology, Xi'an, China","institution_ids":["https://openalex.org/I110440473"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100763910","display_name":"Si Zhang","orcid":"https://orcid.org/0000-0002-9145-4037"},"institutions":[{"id":"https://openalex.org/I110440473","display_name":"Xi'an University of Science and Technology","ror":"https://ror.org/046fkpt18","country_code":"CN","type":"education","lineage":["https://openalex.org/I110440473"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Si Zhang","raw_affiliation_strings":["School of Sciences, Xi\u2019an University of Science and Technology, Xi\u2019an, China","School of Sciences, Xi'an University of Science and Technology, Xi'an, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Sciences, Xi\u2019an University of Science and Technology, Xi\u2019an, China","institution_ids":["https://openalex.org/I110440473"]},{"raw_affiliation_string":"School of Sciences, Xi'an University of Science and Technology, Xi'an, China","institution_ids":["https://openalex.org/I110440473"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5115595814","display_name":"Jia Liu","orcid":"https://orcid.org/0000-0002-9771-192X"},"institutions":[{"id":"https://openalex.org/I110440473","display_name":"Xi'an University of Science and Technology","ror":"https://ror.org/046fkpt18","country_code":"CN","type":"education","lineage":["https://openalex.org/I110440473"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jia Liu","raw_affiliation_strings":["School of Sciences, Xi\u2019an University of Science and Technology, Xi\u2019an, China","School of Sciences, Xi'an University of Science and Technology, Xi'an, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Sciences, Xi\u2019an University of Science and Technology, Xi\u2019an, China","institution_ids":["https://openalex.org/I110440473"]},{"raw_affiliation_string":"School of Sciences, Xi'an University of Science and Technology, Xi'an, China","institution_ids":["https://openalex.org/I110440473"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5101731285"],"corresponding_institution_ids":["https://openalex.org/I110440473"],"apc_list":null,"apc_paid":null,"fwci":1.5554,"has_fulltext":false,"cited_by_count":8,"citation_normalized_percentile":{"value":0.83520919,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"53","issue":"8","first_page":"3721","last_page":"3747"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9975000023841858,"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"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9975000023841858,"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/T10968","display_name":"Statistical Distribution Estimation and Applications","score":0.9973999857902527,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9959999918937683,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.7408325672149658},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.6508511304855347},{"id":"https://openalex.org/keywords/nuisance-parameter","display_name":"Nuisance parameter","score":0.606354832649231},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5994734764099121},{"id":"https://openalex.org/keywords/null-hypothesis","display_name":"Null hypothesis","score":0.5659676790237427},{"id":"https://openalex.org/keywords/statistical-hypothesis-testing","display_name":"Statistical hypothesis testing","score":0.5165230631828308},{"id":"https://openalex.org/keywords/null","display_name":"Null (SQL)","score":0.47212204337120056},{"id":"https://openalex.org/keywords/set","display_name":"Set (abstract data type)","score":0.46292993426322937},{"id":"https://openalex.org/keywords/ratio-test","display_name":"Ratio test","score":0.4216976463794708},{"id":"https://openalex.org/keywords/alternative-hypothesis","display_name":"Alternative hypothesis","score":0.4215102195739746},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3840053379535675},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.292777955532074},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.13151413202285767}],"concepts":[{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.7408325672149658},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.6508511304855347},{"id":"https://openalex.org/C194531419","wikidata":"https://www.wikidata.org/wiki/Q17104825","display_name":"Nuisance parameter","level":3,"score":0.606354832649231},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5994734764099121},{"id":"https://openalex.org/C191988596","wikidata":"https://www.wikidata.org/wiki/Q628374","display_name":"Null hypothesis","level":2,"score":0.5659676790237427},{"id":"https://openalex.org/C87007009","wikidata":"https://www.wikidata.org/wiki/Q210832","display_name":"Statistical hypothesis testing","level":2,"score":0.5165230631828308},{"id":"https://openalex.org/C203763787","wikidata":"https://www.wikidata.org/wiki/Q371029","display_name":"Null (SQL)","level":2,"score":0.47212204337120056},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.46292993426322937},{"id":"https://openalex.org/C192914289","wikidata":"https://www.wikidata.org/wiki/Q165638","display_name":"Ratio test","level":2,"score":0.4216976463794708},{"id":"https://openalex.org/C120577422","wikidata":"https://www.wikidata.org/wiki/Q843558","display_name":"Alternative hypothesis","level":3,"score":0.4215102195739746},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3840053379535675},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.292777955532074},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.13151413202285767},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","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}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1080/03610918.2022.2111584","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2022.2111584","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G2832624527","display_name":null,"funder_award_id":"Nos.21RGSF0017","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"},{"id":"https://openalex.org/G4069761011","display_name":"\u4e0d\u786e\u5b9a\u73af\u5883\u4e0b\u7164\u70ad\u8d44\u6e90\u591a\u9636\u6bb5\u6295\u8d44\u7ba1\u7406\u7684\u7406\u8bba\u53ca\u5e94\u7528\u7814\u7a76","funder_award_id":"71473194","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G4601258055","display_name":null,"funder_award_id":"Nos.2020JM-513","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"}],"funders":[{"id":"https://openalex.org/F4320320924","display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung","ror":"https://ror.org/00yjd3n13"},{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":38,"referenced_works":["https://openalex.org/W602946569","https://openalex.org/W1497363055","https://openalex.org/W1588406935","https://openalex.org/W1601464671","https://openalex.org/W1847315472","https://openalex.org/W1975836976","https://openalex.org/W1983161741","https://openalex.org/W1983957462","https://openalex.org/W2047220206","https://openalex.org/W2048575689","https://openalex.org/W2062422739","https://openalex.org/W2077972975","https://openalex.org/W2080491336","https://openalex.org/W2108048350","https://openalex.org/W2119305404","https://openalex.org/W2146147182","https://openalex.org/W2167953009","https://openalex.org/W2424689621","https://openalex.org/W2477444904","https://openalex.org/W2501625103","https://openalex.org/W2531828276","https://openalex.org/W2570788649","https://openalex.org/W2728806651","https://openalex.org/W2747928355","https://openalex.org/W2772013811","https://openalex.org/W2887100387","https://openalex.org/W2913576227","https://openalex.org/W2913636482","https://openalex.org/W2971678313","https://openalex.org/W3009565864","https://openalex.org/W3010733462","https://openalex.org/W3037998279","https://openalex.org/W3124170919","https://openalex.org/W3127830124","https://openalex.org/W3196288747","https://openalex.org/W4206769493","https://openalex.org/W4249116379","https://openalex.org/W6635068764"],"related_works":["https://openalex.org/W2903799831","https://openalex.org/W2365638861","https://openalex.org/W2348480869","https://openalex.org/W2485444738","https://openalex.org/W2419512033","https://openalex.org/W4304194989","https://openalex.org/W4242056622","https://openalex.org/W3023814791","https://openalex.org/W1986870412","https://openalex.org/W3037473093"],"abstract_inverted_index":{"In":[0],"this":[1],"article,":[2],"we":[3,88],"consider":[4],"that":[5,58,93],"issues":[6],"related":[7],"to":[8,20,48],"the":[9,32,66,81,85,105,114,119],"mean":[10],"and":[11,75,123],"trend":[12],"of":[13,34,61,104],"heavy-tailed":[14],"AR(p)":[15],"series":[16],"are":[17,46,70,78,138],"possibly":[18],"subject":[19],"change":[21],"at":[22,25],"most":[23],"once":[24],"some":[26],"unknown":[27,51],"point":[28],"in":[29,127],"time.":[30],"Under":[31],"inspiration":[33],"Shao":[35],"(J.":[36],"Time":[37],"Ser.":[38],"Anal.,":[39],"2011,":[40],"32,":[41],"598\u2013606),":[42],"two":[43,131],"ratio":[44,116],"statistics":[45,64],"constructed":[47],"test":[49,63],"whether":[50],"changes":[52],"have":[53],"occurred.":[54],"It":[55],"is":[56,108],"shown":[57],"asymptotic":[59],"distributions":[60],"these":[62,100],"under":[65,80],"no-change":[67],"null":[68],"hypothesis":[69],"functional":[71],"for":[72,99],"L\u00e9vy":[73],"processes":[74],"their":[76],"consistencies":[77],"given":[79],"alternative.":[82],"To":[83],"avoid":[84],"nuisance":[86],"parameter,":[87],"provide":[89],"a":[90],"subsampling":[91,106],"method":[92],"returns":[94],"more":[95],"accurate":[96],"critical":[97],"values":[98],"tests.":[101],"The":[102],"validity":[103],"algorithm":[107],"proved.":[109],"A":[110],"simulation":[111],"study":[112],"shows":[113],"subsampling-based":[115],"tests":[117],"achieve":[118],"correct":[120],"empirical":[121,125],"sizes":[122],"comparable":[124],"powers":[126],"large":[128],"samples.":[129],"Finally,":[130],"practical":[132],"applications":[133],"using":[134],"real":[135],"data":[136],"set":[137],"presented.":[139]},"counts_by_year":[{"year":2025,"cited_by_count":4},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":1}],"updated_date":"2026-07-25T09:21:30.201066","created_date":"2025-10-10T00:00:00"}
