Testing and Locating Variance Changepoints With Application to Stock Prices
Year of publication: |
1997
|
---|---|
Authors: | Chen, Jie ; Gupta, A.K. |
Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 92.1997, 438, p. 739-747
|
Saved in:
Saved in favorites
Similar items by person
-
Change point analysis of a Gaussian model
Chen, Jie, (1999)
-
Localization of multiple acoustic sources in a room environment
Singh, A.V., (2013)
-
Experimental examination of flame chemistry in hydrogen sulfide-based flames
Selim, H., (2011)
- More ...