Change point estimation for a weakly dependent sequence
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Publication:1854702
DOI10.1016/S1631-073X(02)02460-3zbMath1032.62076MaRDI QIDQ1854702
Patrick Ango Nze, Clémentine Prieur
Publication date: 16 March 2004
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09)
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