Detection of multiple change points for linear processes under negatively super-additive dependence
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DOI: 10.1186/s13660-019-2169-5
Abstract: This paper focuses on the issue of detecting the multiple change points for linear processes under negatively super-additive dependence (NSD). We propose a CUSUM-type method in the multiple variance change model and establish the weak… read more here.
Keywords: points linear; change; change points; multiple change ... See more keywords