A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection

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Publication:6155083

DOI10.1007/S11203-023-09295-XOpenAlexW4386095928MaRDI QIDQ6155083FDOQ6155083


Authors: Joseph Ngatchou-Wandji, Marwa Ltaifa Edit this on Wikidata


Publication date: 16 February 2024

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-023-09295-x







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