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Subsampling change-point detection in persistence with heavy-tailed innovations

✍ Scribed by Sier Han; Zheng Tian

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Subsampling tests for the mean change po

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Truncating estimation for the change in

✍ Ruibing Qin; Zheng Tian; Hao Jin 📂 Article 📅 2009 🏛 Springer-Verlag 🌐 English ⚖ 257 KB