International Conference on Probability Theory and Statistics
Dedicated to the 75-th anniversary of Professor Estate V. Khmaladze
September 9-13, 2019, Tbilisi, Georgia
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Prefix
Dr
First Name
Annika
Last Name
Betken
Affiliation
Ruhr-Universität Bochum
Country
Germany
E-mail
annika.betken@rub.de
Title of Abstract
Change-point tests based on the Hill estimator for Long-Memory Stochastic Volatility Time Series
Participation in the workshop
no
Upload Abstract
http://khmaladze-75-tbilisi-2019.tsu.ge/public/doc/meildoc/Annika_Betken_2019.pdf