Testing and locating variance changepoints with applications to stock prices (vol 92, pg 738)

被引：0

作者：

Jandhyala, VK ^{[1
]}

Hawkins, DM

Fotopoulos, SB

机构：

[1] Washington State Univ, Dept Pure & Appl Math, Pullman, WA 99164 USA

[2] Washington State Univ, Program Stat, Pullman, WA 99164 USA

[3] Univ Minnesota, Dept Stat, Minneapolis, MN 55455 USA

[4] Washington State Univ, Dept Management, Pullman, WA 99164 USA

[5] Washington State Univ, Program Stat, Pullman, WA 99164 USA

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 2002年 / 97卷 / 458期

关键词：

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：661 / 661

页数：1

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