An Information-Based Approach to the Change-Point Problem of the Noncentral Skew<i>t</i>Distribution with Applications to Stock Market Data (Q2934408)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Information-Based Approach to the Change-Point Problem of the Noncentral Skew<i>t</i>Distribution with Applications to Stock Market Data |
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An Information-Based Approach to the Change-Point Problem of the Noncentral Skew<i>t</i>Distribution with Applications to Stock Market Data (English)
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12 December 2014
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change-point
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maximum likelihood estimate
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Schwarz information criterion
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skew \(t\) distribution
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