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

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

9 June 2009
V. Spokoiny
ArXivPDFHTML

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

1 / 1 papers shown
Title
Statistics of extremes by oracle estimation
Statistics of extremes by oracle estimation
Ion Grama
V. Spokoiny
88
36
0
07 Aug 2008
1