scientific article; zbMATH DE number 1064092

MaRDI QIDQ4355656zbMATH OpenFDO

Authors D. V. Rusak

Publication date 15 December 1997

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Multivariate analysis (62H99)

Recommendations

• Statistical inference of covariance change points in gaussian model
• Covariance changes detection in multivariate time series
• Detecting change-points in multidimensional stochastic processes
• Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series
• Bayesian single change point detection in a sequence of multivariate normal observations

Cited in

(3)

• Statistical inference of covariance change points in gaussian model
• Sequential subspace change point detection
• On minimax detection of Gaussian stochastic sequences with imprecisely known means and covariance matrices

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4355656)