Variance Estimation Based on Invariance Principles (Q2785878): Difference between revisions
From MaRDI portal
Latest revision as of 10:55, 27 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Variance Estimation Based on Invariance Principles |
scientific article |
Statements
Variance Estimation Based on Invariance Principles (English)
0 references
3 June 1997
0 references
consistent variance estimation
0 references
renewal process
0 references
extreme value asymptotics
0 references
increments of Wiener processes
0 references
invariance principles
0 references
change point test
0 references
AMOC renewal model
0 references
convergence rates
0 references