Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application
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Publication:393538
DOI10.1016/j.jspi.2013.08.009zbMath1279.62165OpenAlexW2061493738MaRDI QIDQ393538
Ewaryst Rafajłowicz, Ansgar Steland
Publication date: 23 January 2014
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2013.08.009
Applications of statistics to environmental and related topics (62P12) Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Sequential estimation (62L12)
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