Segmentation algorithm for non-stationary compound Poisson processes

B. Tóth (), F. Lillo and J. Farmer

The European Physical Journal B: Condensed Matter and Complex Systems, 2010, vol. 78, issue 2, 235-243

Date: 2010
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Working Paper: Segmentation algorithm for non-stationary compound Poisson processes (2011)
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DOI: 10.1140/epjb/e2010-10046-8

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