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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0.8448690176010132
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0.8374200463294983
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0.8359935879707336
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0.8324907422065735
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0.8176822662353516
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