An efficient algorithm to estimate the change in variance
Ruibing Qin, Junjie Ma
| Year of publication: |
2018
|
|---|---|
| Authors: | Qin, Ruibing ; Ma, Junjie |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 168.2018, p. 15-17
|
| Subject: | Change point | CUSUM estimator | Linear processes | Schätztheorie | Estimation theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2018.03.031 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012016661