Monitoring persistence change in infinite variance observations (Q744739)
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scientific article; zbMATH DE number 6347957
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| English | Monitoring persistence change in infinite variance observations |
scientific article; zbMATH DE number 6347957 |
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Monitoring persistence change in infinite variance observations (English)
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26 September 2014
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change in persistence
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heavy tails
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monitoring
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bootstrap
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0.9500338435173036
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0.8305106163024902
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0.8208320140838623
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0.8106160163879395
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