A weighted U-statistic based change point test for multivariate time series (Q6157040)

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scientific article; zbMATH DE number 7697734
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A weighted U-statistic based change point test for multivariate time series
scientific article; zbMATH DE number 7697734

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    A weighted U-statistic based change point test for multivariate time series (English)
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    19 June 2023
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    bootstrap method
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    change point test
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    weighted Brownian bridge
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    weighted U-statistic
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