Change point detection with stable AR(1) errors

István Berkes, Lajos Horváth, Alina Bazarova

Research output: Chapter in Book/Report/Conference proceeding › Conference paper › peer-review

Original language	English
Title of host publication	Asymptotic Laws and Methods in Stochastics
Publisher	Springer
Pages	179-193
ISBN (Print)	978-1-4939-3075-3
DOIs	https://doi.org/10.1007/978-1-4939-3076-0_11
Publication status	Accepted/In press - 2015
Event	Asymptotic methods in stochastics - Miklós Csörgő is 85 - Ottawa, Canada Duration: 9 Jul 2013 → 14 Jul 2013

Name	Fields Institute Communications
Volume	76

Conference	Asymptotic methods in stochastics - Miklós Csörgő is 85
Country/Territory	Canada
City	Ottawa
Period	9/07/13 → 14/07/13

Fields of Expertise

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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",

note = "Asymptotic methods in stochastics - Mikl{\'o}s Cs{\"o}rg{\H o} is 85 ; Conference date: 09-07-2013 Through 14-07-2013",

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TY - GEN

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

AU - Berkes, István

AU - Horváth, Lajos

AU - Bazarova, Alina

PY - 2015

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

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

M3 - Conference paper

SN - 978-1-4939-3075-3

T3 - Fields Institute Communications

SP - 179

EP - 193

BT - Asymptotic Laws and Methods in Stochastics

PB - Springer

T2 - Asymptotic methods in stochastics - Miklós Csörgő is 85

Y2 - 9 July 2013 through 14 July 2013

ER -