Change‐Point Detection in Autoregressive Models with no Moment Assumptions (Q4684339)
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scientific article; zbMATH DE number 6945471
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Change‐Point Detection in Autoregressive Models with no Moment Assumptions |
scientific article; zbMATH DE number 6945471 |
Statements
Change‐Point Detection in Autoregressive Models with no Moment Assumptions (English)
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28 September 2018
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empirical likelihood
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change-point analysis
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infinite variance
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autoregressive processes
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