The distribution of stochastically discounted sums (perpetuities) is studied. For Bernoulli-type variables a canonical representation of this distribution is obtained, and it is proven to be singular continuous. In the asymptotic setting of the change-point estimation problem the limiting behavior o
Permutation tests in change point analysis
✍ Scribed by Jaromı́r Antoch; Marie Hušková
- Publisher
- Elsevier Science
- Year
- 2001
- Tongue
- English
- Weight
- 115 KB
- Volume
- 53
- Category
- Article
- ISSN
- 0167-7152
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