\(\ell^2\) inference for change points in high-dimensional time series via a two-way MOSUM
type: Item
instance of: scholarly article
title: \(\ell^2\) inference for change points in high-dimensional time series via a two-way MOSUM
zbMATH Open document ID: 1539.62273
author: Jiaqi Li
author: Likai Chen
author: Weining Wang
author: Wei Biao Wu
published in: The Annals of Statistics
publication date: 2024-06-05T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 7860626
zbMATH Keywords: Gaussian approximation
zbMATH Keywords: \(\ell^2\) inference
zbMATH Keywords: multiple change-point detection
zbMATH Keywords: nonlinear time series
zbMATH Keywords: temporal and spatial dependence
zbMATH Keywords: two-way MOSUM
MaRDI profile type: MaRDI publication profile
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DOI: 10.1214/24-AOS2360
description: scientific article; zbMATH DE number 7860626