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0906.1698
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Multiscale local change point detection with applications to value-at-risk
9 June 2009
V. Spokoiny
Re-assign community
ArXiv
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Papers citing
"Multiscale local change point detection with applications to value-at-risk"
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Title
Statistics of extremes by oracle estimation
Ion Grama
V. Spokoiny
88
36
0
07 Aug 2008
1