Uniform change point tests in high dimension (Q892243): Difference between revisions
From MaRDI portal
Latest revision as of 09:28, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Uniform change point tests in high dimension |
scientific article |
Statements
Uniform change point tests in high dimension (English)
0 references
18 November 2015
0 references
change point analysis
0 references
weakly dependent high-dimensional time series
0 references
extreme value distribution
0 references
high-dimensional ARMA/GARCH
0 references
spatial econometrics
0 references