Likelihood procedure for testing changes in skew normal model with applications to stock returns (Q4607336)
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scientific article; zbMATH DE number 6849549
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| English | Likelihood procedure for testing changes in skew normal model with applications to stock returns |
scientific article; zbMATH DE number 6849549 |
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Likelihood procedure for testing changes in skew normal model with applications to stock returns (English)
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13 March 2018
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binary segmentation method
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change point problem
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likelihood ratio test
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skew normal distribution
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0.8734772801399231
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0.8360027074813843
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0.8200012445449829
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0.8112127184867859
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0.7978224754333496
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