Uniform change point tests in high dimension (Q892243): Difference between revisions

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Latest revision as of 09:28, 30 July 2024

scientific article
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Uniform change point tests in high dimension
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    Uniform change point tests in high dimension (English)
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    18 November 2015
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    change point analysis
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    weakly dependent high-dimensional time series
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    extreme value distribution
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    high-dimensional ARMA/GARCH
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    spatial econometrics
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