Detection and estimation of structural change in heavy-tailed sequence (Q2980141)
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scientific article; zbMATH DE number 6708687
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| English | Detection and estimation of structural change in heavy-tailed sequence |
scientific article; zbMATH DE number 6708687 |
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Detection and estimation of structural change in heavy-tailed sequence (English)
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27 April 2017
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bootstrap test
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change point
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heavy-tailed sequence
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ratio estimation
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0.8279578685760498
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0.8051279187202454
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0.7986838221549988
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