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