Strong rules for detecting the number of breaks in a time series (Q1414624)

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scientific article; zbMATH DE number 2012985
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Strong rules for detecting the number of breaks in a time series
scientific article; zbMATH DE number 2012985

    Statements

    Strong rules for detecting the number of breaks in a time series (English)
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    4 December 2003
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    Brownian bridge
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    Law of the iterated logarithm
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    Multiple structural breaks
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    Sequential hypothesis testing
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