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Subsampling tests for the mean change point with heavy-tailed innovations.

Hao JinZheng TianRuibing Qin
Published in: Math. Comput. Simul. (2009)
Keyphrases
  • heavy tailed
  • change point
  • change point detection
  • generalized gaussian
  • higher order
  • non stationary
  • heavy tails
  • data mining