Detecting gradual changes in locally stationary processes


Vogt, Michael ; Dette, Holger



DOI: https://doi.org/10.1214/14-AOS1297
URL: https://projecteuclid.org/euclid.aos/1425398506
Additional URL: https://arxiv.org/abs/1403.3808
Document Type: Article
Year of publication: 2015
The title of a journal, publication series: The Annals of Statistics
Volume: 43
Issue number: 2
Page range: 713-740
Place of publication: Cleveland, Ohio [u.a.]
Publishing house: Institute of Mathematical Statistics
ISSN: 0090-5364
Publication language: English
Institution: Außerfakultäre Einrichtungen > Graduate School of Economic and Social Sciences - CDSE (Economics)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Vogt, Michael ; Dette, Holger (2015) Detecting gradual changes in locally stationary processes. The Annals of Statistics Cleveland, Ohio [u.a.] 43 2 713-740 [Article]


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