Uniform change point tests in high dimension (Q892243): Difference between revisions
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Revision as of 01:31, 5 March 2024
scientific article
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English | Uniform change point tests in high dimension |
scientific article |
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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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