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 |
Files in This Item:
File | Description | Size | Format | |
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DP_0817_SFB823_Dette_Gösmann.pdf | DNB | 697.19 kB | Adobe PDF | View/Open |
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