Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Dette, Holger | - |
dc.contributor.author | Gösmann, Josua | - |
dc.date.accessioned | 2017-04-19T13:32:46Z | - |
dc.date.available | 2017-04-19T13:32:46Z | - |
dc.date.issued | 2017 | - |
dc.identifier.uri | http://hdl.handle.net/2003/35934 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-17957 | - |
dc.language.iso | en | de |
dc.relation.ispartofseries | Discussion Paper / SFB823;8/2017 | en |
dc.subject | high dimensional time series | en |
dc.subject | physical dependence measure | en |
dc.subject | precise hypotheses | en |
dc.subject | relevant changes | en |
dc.subject | CUSUM | en |
dc.subject | change point analysis | en |
dc.subject.ddc | 310 | - |
dc.subject.ddc | 330 | - |
dc.subject.ddc | 620 | - |
dc.title | Relevant change points in high dimensional time series | en |
dc.type | Text | de |
dc.type.publicationtype | workingPaper | de |
dc.subject.rswk | Zeitreihenanalyse | de |
dc.subject.rswk | Strukturbruch | de |
dc.subject.rswk | Statistischer Test | de |
dc.subject.rswk | Testtheorie | de |
dcterms.accessRights | open access | - |
Appears in Collections: | Sonderforschungsbereich (SFB) 823 |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
DP_0817_SFB823_Dette_Gösmann.pdf | DNB | 697.19 kB | Adobe PDF | View/Open |
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This item is protected by original copyright
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