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An efficient algorithm to estimate the change in variance
Qin, Ruibing
;
Ma, Junjie
- In:
Economics letters
168
(
2018
),
pp. 15-17
Persistent link: https://www.econbiz.de/10012016661
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Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics
Chen, Zhanshou
;
Xu, Qiongyao
;
Li, Huini
- In:
Economics letters
179
(
2019
),
pp. 53-56
Persistent link: https://www.econbiz.de/10012121700
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