A robust approach for estimating change-points in the mean of an AR(1) process
Autor: | CHAKAR, S., LEBARBIER, E., LÉVY-LEDUC, C., ROBIN, S. |
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Zdroj: | Bernoulli, 2017 May 01. 23(2), 1408-1447. |
Databáze: | JSTOR Journals |
Externí odkaz: |
Autor: | CHAKAR, S., LEBARBIER, E., LÉVY-LEDUC, C., ROBIN, S. |
---|---|
Zdroj: | Bernoulli, 2017 May 01. 23(2), 1408-1447. |
Databáze: | JSTOR Journals |
Externí odkaz: |