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Testing for change points in time series using a self-normalization based on Kolmogorov-Smirnov test: an analysis on China Shanghai composite index - MaRDI portal

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Testing for change points in time series using a self-normalization based on Kolmogorov-Smirnov test: an analysis on China Shanghai composite index

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Publication:2923672

DOI10.3969/J.ISSN.0253-2778.2013.12.004zbMATH Open1313.62151MaRDI QIDQ2923672

Author name not available (Why is that?)

Publication date: 3 November 2014

Published in: (Search for Journal in Brave)




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