Change-point detection in autoregressive models with no moment assumptions (Q4684339)
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scientific article; zbMATH DE number 6945471
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| default for all languages | No label defined |
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| English | Change-point detection in autoregressive models with no moment assumptions |
scientific article; zbMATH DE number 6945471 |
Statements
Change‐Point Detection in Autoregressive Models with no Moment Assumptions (English)
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28 September 2018
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empirical likelihood
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change-point analysis
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infinite variance
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autoregressive processes
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0.8810958862304688
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0.8384298086166382
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0.8282410502433777
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0.8245911002159119
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0.8180295825004578
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