Asymptotic behaviour of a test statistic for detection of change in mean of vectors (Q1044053)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic behaviour of a test statistic for detection of change in mean of vectors |
scientific article |
Statements
Asymptotic behaviour of a test statistic for detection of change in mean of vectors (English)
0 references
10 December 2009
0 references
change point detection
0 references
vectors with correlated components
0 references
multivariate partial cumulative sum process
0 references
extremal behaviour of a linear combination of standardized Brownian bridges
0 references
0 references
0 references