Decoupling change-point detection based on characteristic functions: Methodology, asymptotics, subsampling and application
Amsterdam / Elsevier (2014) [Journal Article]
Journal of statistical planning and inference
Volume: 145
Page(s): 49-73
Authors
Authors
Steland, Ansgar
Rafajlowicz, Ewaryst
Identifier
- DOI: 10.1016/j.jspi.2013.08.009
- REPORT NUMBER: RWTH-CONV-086377