Nonparametric data segmentation in multivariate time series via joint characteristic functions

DOI10.1093/BIOMET/ASAF024MaRDI QIDQ6915809zbMATH OpenFDO

Authors Euan T. McGonigle, Haeran Cho

Publication date 15 October 2025

Published in Biometrika (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

multivariate time serieschangepoint detectionmoving sumjoint characteristic functionnonparametric data

Mathematics Subject Classification ID

Statistics (62-XX)

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