Variance Estimation Based on Invariance Principles (Q2785878)
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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)
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3 June 1997
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consistent variance estimation
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renewal process
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extreme value asymptotics
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increments of Wiener processes
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invariance principles
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change point test
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AMOC renewal model
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convergence rates
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