Uniform change point tests in high dimension (Q892243)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Uniform change point tests in high dimension
scientific article

    Statements

    Uniform change point tests in high dimension (English)
    0 references
    0 references
    18 November 2015
    0 references
    change point analysis
    0 references
    weakly dependent high-dimensional time series
    0 references
    extreme value distribution
    0 references
    high-dimensional ARMA/GARCH
    0 references
    spatial econometrics
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references