Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics (Q2419902)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics |
scientific article |
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