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Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification.

Taewook LeeChangryong Baek
Published in: Comput. Stat. Data Anal. (2020)
Keyphrases
  • high robustness
  • database
  • wide range
  • computational complexity
  • cross validation
  • confidence intervals
  • neural network
  • image compression
  • em algorithm
  • computationally efficient
  • partial occlusion