Long signal change-point detection

DOI10.1214/16-EJS1164zbMath1397.62296arXiv1504.01702OpenAlexW2963228200MaRDI QIDQ309564

Kevin Bleakley, David M. Mason, Gérard Biau

Publication date: 7 September 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.01702

zbMATH Keywords

limit distributionchange-point\(U\)-statisticmulti-dimensional datastatistical test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Related Items (2)

Change-point detection in high-dimensional covariance structure ⋮ A Kernel Multiple Change-point Algorithm via Model Selection

Uses Software

• energy
• wbs

Cites Work

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