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Authors: Dette, Holger
Gösmann, Josua
Title: Relevant change points in high dimensional time series
Language (ISO): en
Subject Headings: high dimensional time series
physical dependence measure
precise hypotheses
relevant changes
CUSUM
change point analysis
Subject Headings (RSWK): Zeitreihenanalyse
Strukturbruch
Statistischer Test
Testtheorie
URI: http://hdl.handle.net/2003/35934
http://dx.doi.org/10.17877/DE290R-17957
Issue Date: 2017
Appears in Collections:Sonderforschungsbereich (SFB) 823

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