Nonparametric change point detection in multivariate piecewise stationary time series (Q4559459)
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scientific article; zbMATH DE number 6988051
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English | Nonparametric change point detection in multivariate piecewise stationary time series |
scientific article; zbMATH DE number 6988051 |
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Nonparametric change point detection in multivariate piecewise stationary time series (English)
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3 December 2018
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non-stationary processes
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spectral density matrix
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segmentation
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statistical tests
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block bootstrap
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strong motion data
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