The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution

26 November 2010

Papers citing "The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution"

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Title
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence Haeran Cho Claudia Kirch 17 33 0 28 Oct 2019
Convergence of U-Processes in Hölder Spaces with Application to Robust Detection of a Changed Segment A. Račkauskas Martin Wendler 11 13 0 27 Aug 2019