Algorithm for the detection of changes in the dynamics of a multivariate time series via sliced cross-bispectrum
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Publication:2003229
DOI10.1007/s00034-017-0577-7zbMath1427.62107OpenAlexW2616798531MaRDI QIDQ2003229
Publication date: 16 July 2019
Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00034-017-0577-7
singular value decompositionmultivariate time series analysisHellinger divergencecross-bispectrumhigher-order spectral analysis
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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