Uniform change point tests in high dimension (Q892243)
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scientific article; zbMATH DE number 6511419
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Uniform change point tests in high dimension |
scientific article; zbMATH DE number 6511419 |
Statements
Uniform change point tests in high dimension (English)
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18 November 2015
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change point analysis
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weakly dependent high-dimensional time series
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extreme value distribution
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high-dimensional ARMA/GARCH
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spatial econometrics
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0.8127864599227905
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0.7890705466270447
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0.788852870464325
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0.783135175704956
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0.7810811996459961
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