Data for: Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics

Published: 28 March 2019| Version 1 | DOI: 10.17632/7vct26w2d8.1
Zhanshou Chen


The first dataset, containing 2,484 observations, is the Shanghai Securities Composite Index from January 2, 1991 to December 29, 2000, and the second one contains 2,418 observations from the Shenzhen Securities Component Index from January 2, 2001 to December 31, 2010