"A CUSUM Tests for Stable Index Changes under Heavy-Tailed Sequences."

Hao Jin, Yanru Yao, Liping Yang (2018)

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DOI: 10.1109/CIS2018.2018.00072

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-23

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Hao Jin, Yanru Yao, Liping Yang:
A CUSUM Tests for Stable Index Changes under Heavy-Tailed Sequences. CIS 2018: 296-300

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