A CUSUM Tests for Stable Index Changes under Heavy-Tailed Sequences

Hao Jin, Yanru Yao, Liping Yang. A CUSUM Tests for Stable Index Changes under Heavy-Tailed Sequences. In 14th International Conference on Computational Intelligence and Security, CIS 2018, Hangzhou, China, November 16-19, 2018. pages 296-300, IEEE, 2018. [doi]

Authors

Hao Jin

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Yanru Yao

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Liping Yang

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