An ANOVA-type test for multiple change points in the mean of heavy-tailed dependent sequence (Q2823484)
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scientific article; zbMATH DE number 6634304
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| English | An ANOVA-type test for multiple change points in the mean of heavy-tailed dependent sequence |
scientific article; zbMATH DE number 6634304 |
Statements
6 October 2016
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ANOVA-type test statistic
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heavy-tailed dependent sequence
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Lévy process
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multiple change points
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Monte Carlo
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An ANOVA-type test for multiple change points in the mean of heavy-tailed dependent sequence (English)
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0.8419612050056458
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0.8206339478492737
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0.8070335388183594
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0.7903035879135132
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