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]
@inproceedings{JinYY18-0,
title = {A CUSUM Tests for Stable Index Changes under Heavy-Tailed Sequences},
author = {Hao Jin and Yanru Yao and Liping Yang},
year = {2018},
doi = {10.1109/CIS2018.2018.00072},
url = {https://doi.org/10.1109/CIS2018.2018.00072},
researchr = {https://researchr.org/publication/JinYY18-0},
cites = {0},
citedby = {0},
pages = {296-300},
booktitle = {14th International Conference on Computational Intelligence and Security, CIS 2018, Hangzhou, China, November 16-19, 2018},
publisher = {IEEE},
isbn = {978-1-7281-0169-9},
}