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Volumn 35, Issue 1, 2006, Pages 43-52

Truncating estimation for the mean change-point in heavy-tailed dependent observations

Author keywords

Change point estimation; H jek R nyi inequality; Heavy tails

Indexed keywords

COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; PROBLEM SOLVING; STATISTICAL METHODS;

EID: 30344432141     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1248/yakushi.126.43     Document Type: Article
Times cited : (7)

References (12)
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  • 2
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  • 5
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    • Inference about the change point in a sequence of random variables
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    • Hinkley, D.1
  • 7
    • 0032533059 scopus 로고    scopus 로고
    • Change-point in the mean of dependent observations
    • Kokoszka, P., Leipus, R. (1998). Change-point in the mean of dependent observations. Statist. Probab. Lett. 40:385-393.
    • (1998) Statist. Probab. Lett. , vol.40 , pp. 385-393
    • Kokoszka, P.1    Leipus, R.2
  • 8
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    • Kokoszka, P.1    Leipus, R.2
  • 10
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    • Subsampling the mean of heavy-tailed dependent observations
    • Kokoszka, P., Wolf, M. (2004). Subsampling the mean of heavy-tailed dependent observations. J. Time Ser. Anal. 2:217-234.
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  • 11
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    • Testing and estimating change-points in time series
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    • Yao, Y.C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.