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

Name: Data for: Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics
Creator: Zhanshou Chen
Published: 2019-03-28T10:07:36.148Z
Keywords: Social Sciences, China

Chen, Zhanshou

doi:10.17632/7vct26w2d8.1

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

Contributor:

Zhanshou Chen

Description

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

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

Description

Files

Categories

Licence