Consistency of change point estimators for symmetrical stable distribution with parameters shift

DOI10.1007/S11425-008-0041-ZMaRDI QIDQ943435zbMATH OpenOpenAlexFDO

Authors Baiqi Miao, Chunlei Ge, Xiaoping Shi

Publication date 9 September 2008

Published in Science in China. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11425-008-0041-z

zbMATH Keywords

consistencychange pointstable distributionstrong convergence rate

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05)

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• Detection of changes in a random financial sequence with a stable distribution

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