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Ratio detections for change point in heavy tailed observations - MaRDI portal

Ratio detections for change point in heavy tailed observations (Q5082994)

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scientific article; zbMATH DE number 7545876
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English
Ratio detections for change point in heavy tailed observations
scientific article; zbMATH DE number 7545876

    Statements

    Ratio detections for change point in heavy tailed observations (English)
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    21 June 2022
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    block bootstrap
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    change point
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    heavy-tailed
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    ratio test
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    self-normalization
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