Detecting change-points in multidimensional stochastic processes (Q1010538): Difference between revisions

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+https://doi.org/10.1016/j.csda.2005.12.004
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+Inferences about the parameters of a time series model with changing variance
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+Q5186589
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+Q5560061
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+Testing and Locating Variance Changepoints with Application to Stock Prices
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+Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
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+Robust Methods for Detection of Shifts of the Innovation Variance of a Time Series
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+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
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+K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
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