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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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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