A weighted U-statistic based change point test for multivariate time series (Q6157040)
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scientific article; zbMATH DE number 7697734
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| English | A weighted U-statistic based change point test for multivariate time series |
scientific article; zbMATH DE number 7697734 |
Statements
A weighted U-statistic based change point test for multivariate time series (English)
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19 June 2023
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bootstrap method
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change point test
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weighted Brownian bridge
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weighted U-statistic
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0.8166099190711975
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0.8101238012313843
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0.8087395429611206
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0.8024243116378784
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