A weighted U-statistic based change point test for multivariate time series
DOI10.1007/S00362-022-01341-9zbMATH Open1512.62075OpenAlexW4285797488MaRDI QIDQ6157040FDOQ6157040
Authors: Junwei Hu, Lihong Wang 
Publication date: 19 June 2023
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-022-01341-9
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- scientific article; zbMATH DE number 812590
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Hypothesis testing in multivariate analysis (62H15) Non-Markovian processes: hypothesis testing (62M07)
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Cited In (4)
- A general procedure for change-point detection in multivariate time series
- A sequential feature selection approach to change point detection in mean-shift change point models
- Change-point detection based on weighted two-sample U-statistics
- Robust change-point detection for functional time series based on \(U\)-statistics and dependent wild bootstrap
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