Relevant change points in high dimensional time series

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.subject.rswk	Zeitreihenanalyse	de
dc.subject.rswk	Strukturbruch	de
dc.subject.rswk	Statistischer Test	de
dc.subject.rswk	Testtheorie	de
dc.title	Relevant change points in high dimensional time series	en
dc.type	Text	de
dc.type.publicationtype	workingPaper	de
dcterms.accessRights	open access
eldorado.dnb.deposit	true	de

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