Relevant change points in high dimensional time series (Q1786570)
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scientific article; zbMATH DE number 6942955
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| English | Relevant change points in high dimensional time series |
scientific article; zbMATH DE number 6942955 |
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Relevant change points in high dimensional time series (English)
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24 September 2018
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high-dimensional time series
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change point analysis
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CUSUM
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relevant changes
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precise hypotheses
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physical dependence measure
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0.8394144773483276
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0.813971757888794
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0.8127864599227905
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0.8073216080665588
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0.8051278591156006
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