Detection of Changes in Multivariate Time Series With Application to EEG Data
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Publication:5367434
DOI10.1080/01621459.2014.957545zbMath1378.62072OpenAlexW2168705469MaRDI QIDQ5367434
Claudia Kirch, Hernando Ombao, Birte Muhsal
Publication date: 13 October 2017
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2014.957545
change pointsmultivariate time seriesepidemic changevector autoregressive modelvector autoregressive (VAR)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)
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