A general procedure for change-point detection in multivariate time series (Q6114842)
From MaRDI portal
scientific article; zbMATH DE number 7711186
Language | Label | Description | Also known as |
---|---|---|---|
English | A general procedure for change-point detection in multivariate time series |
scientific article; zbMATH DE number 7711186 |
Statements
A general procedure for change-point detection in multivariate time series (English)
0 references
12 July 2023
0 references
change-point
0 references
multivariate time series
0 references
minimum contrast estimation
0 references
consistency
0 references
causal processes
0 references
integer-valued time series
0 references
0 references
0 references
0 references
0 references
0 references