Extreme value theory for stochastic integrals of Legendre polynomials
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- Lajos Horváth & William Pouliot & Shixuan Wang, 2017. "Detecting at-Most-m Changes in Linear Regression Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(4), pages 552-590, July.
- Aue, Alexander & Horváth, Lajos & Hušková, Marie, 2012. "Segmenting mean-nonstationary time series via trending regressions," Journal of Econometrics, Elsevier, vol. 168(2), pages 367-381.
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Keywords
primary; 60G70 secondary; 62J02; 62J12 Extreme value asymptotics Gaussian processes Gumbel distribution Legendre polynomials Polynomial regression;All these keywords.
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