by Alina Bazarova, István Berkes and Lajos Horváth
Reference:
Alina Bazarova, István Berkes and Lajos Horváth, Change point detection with stable ${\rm AR}(1)$ errors, Chapter in Asymptotic laws and methods in stochastics, Fields Inst. Res. Math. Sci., Toronto, ON, 76, 179–193, (2015).
Bibtex Entry:
@InCollection{BazarovaEtAl2015,
author = {Bazarova, Alina and Berkes, Istv{\'a}n and Horv{\'a}th, Lajos},
booktitle = {Asymptotic laws and methods in stochastics},
publisher = {Fields Inst. Res. Math. Sci., Toronto, ON},
title = {Change point detection with stable {${\rm AR}(1)$} errors},
year = {2015},
pages = {179--193},
series = {Fields Inst. Commun.},
volume = {76},
doi = {10.1007/978-1-4939-3076-0_11},
groups = {Project02 (Berkes), Faculty, Student, External},
mrclass = {62M07 (60F17)},
xxmrnumber = {3409832},
url = {http://www.math.tugraz.at/discrete/publications/projects/files/bazarova_etal_change.pdf},
}