An Information-Based Approach to the Change-Point Problem of the Noncentral Skew<i>t</i>Distribution with Applications to Stock Market Data (Q2934408)
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scientific article; zbMATH DE number 6380275
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| English | An Information-Based Approach to the Change-Point Problem of the Noncentral Skew<i>t</i>Distribution with Applications to Stock Market Data |
scientific article; zbMATH DE number 6380275 |
Statements
An Information-Based Approach to the Change-Point Problem of the Noncentral Skew<i>t</i>Distribution with Applications to Stock Market Data (English)
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12 December 2014
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change-point
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maximum likelihood estimate
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Schwarz information criterion
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skew \(t\) distribution
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0.90303403
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0.85889816
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0.8408576
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0.84062004
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0.8400025
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0.83649206
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