Nonparametric multivariate breakpoint detection for the means, variances, and covariances of a discrete time stochastic process (Q3145403): Difference between revisions
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Revision as of 19:29, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric multivariate breakpoint detection for the means, variances, and covariances of a discrete time stochastic process |
scientific article |
Statements
Nonparametric multivariate breakpoint detection for the means, variances, and covariances of a discrete time stochastic process (English)
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20 December 2012
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time series
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multivariate data
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covariance matrix estimation
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adaptive algorithm
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