Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series

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Publication:3120663

DOI10.1111/jtsa.12431zbMath1418.62305arXiv1709.02673OpenAlexW2962908128WikidataQ129046545 ScholiaQ129046545MaRDI QIDQ3120663

Jean-David Fermanian, Axel Bücher, Ivan Kojadinovic

Publication date: 5 March 2019

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.02673




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