Multiscale local change point detection with applications to value-at-risk

Published 2009 View Full Article

  1. Home
  2. Publications
  3. Publication Search
  4. Publication Details
Title
Multiscale local change point detection with applications to value-at-risk
Authors
Keywords
-
Journal
ANNALS OF STATISTICS
Volume 37, Issue 3, Pages 1405-1436
Publisher
Institute of Mathematical Statistics
Online
2009-04-10
DOI
10.1214/08-aos612

Ask authors/readers for more resources

Protocol

Community support

Reagent

Community support

Reprint

Contact the author

Create your own webinar

Interested in hosting your own webinar? Check the schedule and propose your idea to the Peeref Content Team.

Create Now

Become a Peeref-certified reviewer

The Peeref Institute provides free reviewer training that teaches the core competencies of the academic peer review process.

Get Started
Webinars Posters Questions Hubs Funding Journals Articles Connect Collections Reviewers About Us FAQs Mobile App Privacy Policy Terms of Use
© Peeref 2019-2024. All rights reserved.