Nonparametric multivariate breakpoint detection for the means, variances, and covariances of a discrete time stochastic process
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Publication:3145403
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Cites work
- scientific article; zbMATH DE number 9266 (Why is no real title available?)
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Cited in
(5)- Discontinuity detection in multivariate space for stochastic simulations
- Break detection in the covariance structure of multivariate time series models
- Change detection via affine and quadratic detectors
- A breakpoint detection in the mean model with heterogeneous variance on fixed time intervals
- Break point detection for functional covariance
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