Change point detection with stable ${\rm AR}(1)$ errors (bibtex)

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},
}