Dette, HolgerGösmann, Josua2017-04-192017-04-192017http://hdl.handle.net/2003/3593410.17877/DE290R-17957enDiscussion Paper / SFB823;8/2017high dimensional time seriesphysical dependence measureprecise hypothesesrelevant changesCUSUMchange point analysis310330620Relevant change points in high dimensional time seriesworking paperZeitreihenanalyseStrukturbruchStatistischer TestTesttheorie