Algorithm for the detection of changes in the dynamics of a multivariate time series via sliced cross-bispectrum (Q2003229)

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Algorithm for the detection of changes in the dynamics of a multivariate time series via sliced cross-bispectrum
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    Algorithm for the detection of changes in the dynamics of a multivariate time series via sliced cross-bispectrum (English)
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    16 July 2019
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    multivariate time series analysis
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    higher-order spectral analysis
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    cross-bispectrum
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    singular value decomposition
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    Hellinger divergence
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