Pages that link to "Item:Q943435"
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The following pages link to Consistency of change point estimators for symmetrical stable distribution with parameters shift (Q943435):
Displaying 4 items.
- Bootstrap testing multiple changes in persistence for a heavy-tailed sequence (Q693235) (← links)
- Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (Q1945501) (← links)
- A statistical test of change-point in mean that almost surely has zero error probabilities (Q2803540) (← links)
- (Q5319109) (← links)