Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics
Year of publication: |
2019
|
---|---|
Authors: | Chen, Zhanshou ; Xu, Qiongyao ; Li, Huini |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 179.2019, p. 53-56
|
Subject: | Change point | Heavy-tailed time series | Rank likelihood ratio | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
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