Change point detection with stable ${\rm AR}(1)$ errors (bibtex)
by Alina Bazarova, István Berkes, Lajos Horváth
Reference:
Alina Bazarova, István Berkes, 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{bazarova-berkes-horvath-15,
    AUTHOR = {Bazarova, Alina and Berkes, Istv{\'a}n and Horv{\'a}th, Lajos},
     TITLE = {Change point detection with stable {${\rm AR}(1)$} errors},
 BOOKTITLE = {Asymptotic laws and methods in stochastics},
    SERIES = {Fields Inst. Commun.},
    VOLUME = {76},
     PAGES = {179--193},
 PUBLISHER = {Fields Inst. Res. Math. Sci., Toronto, ON},
      YEAR = {2015},
   MRCLASS = {62M07 (60F17)},
  MRNUMBER = {3409832},
       DOI = {10.1007/978-1-4939-3076-0_11},
       URL = {http://www.math.tugraz.at/discrete/publications/projects/files/bazarova_etal_change.pdf},
}