A Likelihood Ratio Model for Change Point Detection of Generalized Pareto Distribution

HU Yao, CHEN Yewen

Acta Mathematicae Applicatae Sinica ›› 2021, Vol. 44 ›› Issue (4) : 553-573.

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Acta Mathematicae Applicatae Sinica ›› 2021, Vol. 44 ›› Issue (4) : 553-573. DOI: 10.12387/C2021040

A Likelihood Ratio Model for Change Point Detection of Generalized Pareto Distribution

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2021, 44(4): 553-573 https://doi.org/10.12387/C2021040

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