| 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 | |
| Status | Accepted/In press - 2015 |
| Event | Asymptotic methods in stochastics - Miklós Csörgő is 85 - Ottawa, Canada Duration: 9 Jul 2013 → 14 Jul 2013 |
Publication series
| Name | Fields Institute Communications |
|---|---|
| Volume | 76 |
Conference
| Conference | Asymptotic methods in stochastics - Miklós Csörgő is 85 |
|---|---|
| Country | Canada |
| City | Ottawa |
| Period | 9/07/13 → 14/07/13 |
Fields of Expertise
- Information, Communication & Computing
Treatment code (Nähere Zuordnung)
- Basic - Fundamental (Grundlagenforschung)
Cite this
Berkes, I., Horváth, L., & Bazarova, A. (Accepted/In press). Change point detection with stable AR(1) errors. In Asymptotic Laws and Methods in Stochastics (pp. 179-193). (Fields Institute Communications; Vol. 76). Springer. https://doi.org/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 proceeding › Conference contribution › Research › peer-review
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. https://doi.org/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). https://doi.org/10.1007/978-1-4939-3076-0_11
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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",
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doi = "10.1007/978-1-4939-3076-0_11",
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AU - Horváth, Lajos
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DO - 10.1007/978-1-4939-3076-0_11
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