Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics (Q2419902)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics |
scientific article; zbMATH DE number 7062438
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics |
scientific article; zbMATH DE number 7062438 |
Statements
Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics (English)
0 references
4 June 2019
0 references
change point
0 references
rank likelihood ratio
0 references
heavy-tailed time series
0 references
0 references
0.8676168918609619
0 references
0.7890979051589966
0 references
