Change Point Analysis based on Empirical Characteristic Functions

Marie Hušková () and Simos Meintanis ()

Metrika: International Journal for Theoretical and Applied Statistics, 2006, vol. 63, issue 2, 145-168

Keywords: 62G20; 62E20; 60F17; Empirical characteristic function; Change point analysis (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (13)

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DOI: 10.1007/s00184-005-0008-9

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