Asymptotic Change-Point Analysis of the Dependencies in Time Series

By Christoph Heuser

In recent papers, Wied and his coauthors have introduced change-point procedures to detect and estimate structural breaks in the correlation between time series. To prove the asymptotic distribution... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3832543147
• ISBN13: 9783832543143
• Release Date: August 2016
• Publisher: Logos Verlag Berlin
• Length: 197 Pages