Moving Sum Data Segmentation for Stochastic Processes Based on Invariance (Q6086169)
From MaRDI portal
scientific article; zbMATH DE number 7763180
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moving Sum Data Segmentation for Stochastic Processes Based on Invariance |
scientific article; zbMATH DE number 7763180 |
Statements
Moving Sum Data Segmentation for Stochastic Processes Based on Invariance (English)
0 references
9 November 2023
0 references
change point analysis
0 references
data segmentation
0 references
invariance principle
0 references
moving sum statistics
0 references
multivariate processes
0 references
regime-switching processes
0 references
0 references
0 references
0 references
0 references
0 references
0 references
