An Information-Based Approach to the Change-Point Problem of the Noncentral SkewtDistribution with Applications to Stock Market Data-Reference-Cited by-同舟云学术

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An Information-Based Approach to the Change-Point Problem of the Noncentral SkewtDistribution with Applications to Stock Market Data

Published:2014-10-02 Issue:4 Volume:33 Page:458-474
ISSN:0747-4946
Container-title:Sequential Analysis
language:en
Short-container-title:Sequential Analysis

Author:

Hasan Abeer,Ning Wei,Gupta Arjun K.

Publisher

Informa UK Limited

Subject

Modelling and Simulation,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/07474946.2014.961842

Reference27 articles.

1. Change Point Detection in The Skew-Normal Model Parameters

2. The multivariate skew-normal distribution

3. Parametric Statistical Change Point Analysis

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