Nonparametric multivariate breakpoint detection for the means, variances, and covariances of a discrete time stochastic process (Q3145403)
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scientific article; zbMATH DE number 6117434
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| English | Nonparametric multivariate breakpoint detection for the means, variances, and covariances of a discrete time stochastic process |
scientific article; zbMATH DE number 6117434 |
Statements
Nonparametric multivariate breakpoint detection for the means, variances, and covariances of a discrete time stochastic process (English)
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20 December 2012
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time series
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multivariate data
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covariance matrix estimation
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adaptive algorithm
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0.8025462627410889
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0.7933405637741089
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0.7655097246170044
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0.765379786491394
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0.7598956227302551
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