Testing and locating variance changepoints with applications to stock prices (vol 92, pg 738)
成果类型:
Correction
署名作者:
Jandhyala, VK; Hawkins, DM; Fotopoulos, SB
署名单位:
Washington State University; Washington State University; University of Minnesota System; University of Minnesota Twin Cities; Washington State University; Washington State University
刊物名称:
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
ISSN/ISSBN:
0162-1459
发表日期:
2002
页码:
661-661
关键词:
Change-point
random-variables
sequence