Change-point in the mean of dependent observations

Statistics and Probability Letters

Volumn 40, Issue 4, 1998, Pages 385-393

  Kokoszka, Piotr ^a   Leipus, Remigijus ^a  

^a UNIVERSITY OF LIVERPOOL   (United Kingdom)

Author keywords

Change point estimation; Dependent observations; H jek R nyi inequality

Indexed keywords

EID: 0032533059     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(98)00145-x     Document Type: Article

References (10)

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10. Kokoszka, P., Leipus, R., 1997. Change-point estimation in ARCH models. Preprint.