Asymptotic behaviour of a test statistic for detection of change in mean of vectors (Q1044053)
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scientific article; zbMATH DE number 5645021
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| English | Asymptotic behaviour of a test statistic for detection of change in mean of vectors |
scientific article; zbMATH DE number 5645021 |
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Asymptotic behaviour of a test statistic for detection of change in mean of vectors (English)
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10 December 2009
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change point detection
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vectors with correlated components
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multivariate partial cumulative sum process
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extremal behaviour of a linear combination of standardized Brownian bridges
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0.8329852223396301
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0.8166275024414062
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0.8122825622558594
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0.7952050566673279
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0.7887746691703796
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