Change point detection with stable AR(1) errors

István Berkes, Lajos Horváth, Alina Bazarova

Research output: Chapter in Book/Report/Conference proceedingConference contribution

LanguageEnglish
Title of host publicationAsymptotic Laws and Methods in Stochastics
PublisherSpringer
Pages179-193
ISBN (Print)978-1-4939-3075-3
DOIs
StatusAccepted/In press - 2015
EventAsymptotic methods in stochastics - Miklós Csörgő is 85 - Ottawa, Canada
Duration: 9 Jul 201314 Jul 2013

Publication series

NameFields Institute Communications
Volume76

Conference

ConferenceAsymptotic methods in stochastics - Miklós Csörgő is 85
CountryCanada
CityOttawa
Period9/07/1314/07/13

Fields of Expertise

  • Information, Communication & Computing

Treatment code (Nähere Zuordnung)

  • Basic - Fundamental (Grundlagenforschung)

Cite this

Berkes, I., Horváth, L., & Bazarova, A. (2015). Change point detection with stable AR(1) errors. In Asymptotic Laws and Methods in Stochastics (pp. 179-193). (Fields Institute Communications; Vol. 76). Springer. DOI: 10.1007/978-1-4939-3076-0_11

Change point detection with stable AR(1) errors. / Berkes, István; Horváth, Lajos; Bazarova, Alina.

Asymptotic Laws and Methods in Stochastics. Springer, 2015. p. 179-193 (Fields Institute Communications; Vol. 76).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Berkes, I, Horváth, L & Bazarova, A 2015, Change point detection with stable AR(1) errors. in Asymptotic Laws and Methods in Stochastics. Fields Institute Communications, vol. 76, Springer, pp. 179-193, Asymptotic methods in stochastics - Miklós Csörgő is 85, Ottawa, Canada, 9/07/13. DOI: 10.1007/978-1-4939-3076-0_11
Berkes I, Horváth L, Bazarova A. Change point detection with stable AR(1) errors. In Asymptotic Laws and Methods in Stochastics. Springer. 2015. p. 179-193. (Fields Institute Communications). Available from, DOI: 10.1007/978-1-4939-3076-0_11
Berkes, István ; Horváth, Lajos ; Bazarova, Alina. / Change point detection with stable AR(1) errors. Asymptotic Laws and Methods in Stochastics. Springer, 2015. pp. 179-193 (Fields Institute Communications).
@inproceedings{66211595a6c14cd8b011f9f57d11c24b,
title = "Change point detection with stable AR(1) errors",
author = "Istv{\'a}n Berkes and Lajos Horv{\'a}th and Alina Bazarova",
year = "2015",
doi = "10.1007/978-1-4939-3076-0_11",
language = "English",
isbn = "978-1-4939-3075-3",
series = "Fields Institute Communications",
publisher = "Springer",
pages = "179--193",
booktitle = "Asymptotic Laws and Methods in Stochastics",

}

TY - GEN

T1 - Change point detection with stable AR(1) errors

AU - Berkes,István

AU - Horváth,Lajos

AU - Bazarova,Alina

PY - 2015

Y1 - 2015

U2 - 10.1007/978-1-4939-3076-0_11

DO - 10.1007/978-1-4939-3076-0_11

M3 - Conference contribution

SN - 978-1-4939-3075-3

T3 - Fields Institute Communications

SP - 179

EP - 193

BT - Asymptotic Laws and Methods in Stochastics

PB - Springer

ER -