Subsampling change-point detection in persistence with heavy-tailed innovations (Q874325)
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scientific article; zbMATH DE number 5140477
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| default for all languages | No label defined |
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| English | Subsampling change-point detection in persistence with heavy-tailed innovations |
scientific article; zbMATH DE number 5140477 |
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Subsampling change-point detection in persistence with heavy-tailed innovations (English)
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5 April 2007
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change in persistence
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subsampling tests
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0.888729453086853
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0.8320759534835815
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0.8232128620147705
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0.8181639313697815
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0.8162823915481567
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