Pages that link to "Item:Q2306269"
From MaRDI portal
The following pages link to Testing and estimating change-points in the covariance matrix of a high-dimensional time series (Q2306269):
Displaying 16 items.
- Optimal covariance change point localization in high dimensions (Q97725) (← links)
- Testing for change in mean of independent multivariate observations with time varying covariance (Q764447) (← links)
- Detecting change-points in multidimensional stochastic processes (Q1010538) (← links)
- Change-point detection in high-dimensional covariance structure (Q1616311) (← links)
- High dimensional change point inference: recent developments and extensions (Q2062782) (← links)
- Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
- Covariance changes detection in multivariate time series (Q2433827) (← links)
- Detecting changes in the second moment structure of high-dimensional sensor-type data in a <i>K</i>-sample setting (Q4965652) (← links)
- Multivariate analysis of variance and change points estimation for high‐dimensional longitudinal data (Q5001009) (← links)
- Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models (Q5001018) (← links)
- Change points in heavy‐tailed multivariate time series: Methods using precision matrices (Q5213968) (← links)
- Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices (Q5881097) (← links)
- Inference of Breakpoints in High-dimensional Time Series (Q6110713) (← links)
- Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices (Q6183694) (← links)
- Adaptive parametric change point inference under covariance structure changes (Q6581302) (← links)
- Sequential Gaussian approximation for nonstationary time series in high dimensions (Q6635728) (← links)
