Relevant change points in high dimensional time series (Q1786570)

From MaRDI portal





scientific article
Language Label Description Also known as
default for all languages
No label defined
    English
    Relevant change points in high dimensional time series
    scientific article

      Statements

      Relevant change points in high dimensional time series (English)
      0 references
      0 references
      0 references
      24 September 2018
      0 references
      high-dimensional time series
      0 references
      change point analysis
      0 references
      CUSUM
      0 references
      relevant changes
      0 references
      precise hypotheses
      0 references
      physical dependence measure
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references