An Information-Based Approach to the Change-Point Problem of the Noncentral Skew t Distribution with Applications to Stock Market Data

Author: Hasan Abeer   Ning Wei   Gupta Arjun K.  

Publisher: Taylor & Francis Ltd

ISSN: 0747-4946

Source: Sequential Analysis, Vol.33, Iss.4, 2014-10, pp. : 458-474

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