An empirical-characteristic-function-based change-point test for detection of multiple distributional changes (Q2241532): Difference between revisions

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+Break detection in the covariance structure of multivariate time series models
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+Testing for changes in the covariance structure of linear processes
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+Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
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+Q4348180
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+A TEST OF GOODNESS OF FIT FOR SYMMETRIC RANDOM VARIABLES<sup>1</sup>
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+Change point analysis based on empirical characteristic functions
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+Change-Point Analysis Based on Empirical Characteristic Functions of Ranks
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+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
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+Uniform change point tests in high dimension
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+The Cusum Test for Parameter Change in Time Series Models
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+A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data
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+Change Point Estimation in High Dimensional Markov Random-Field Models
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+Energy statistics: a class of statistics based on distances
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+Nonparametric maximum likelihood approach to multiple change-point problems
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