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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    An ANOVA-type test for multiple change points in the mean of heavy-tailed dependent sequence
    scientific article; zbMATH DE number 6634304

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      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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