Asymptotic behaviour of a test statistic for detection of change in mean of vectors (Q1044053)
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scientific article; zbMATH DE number 5645021
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behaviour of a test statistic for detection of change in mean of vectors |
scientific article; zbMATH DE number 5645021 |
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Asymptotic behaviour of a test statistic for detection of change in mean of vectors (English)
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10 December 2009
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change point detection
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vectors with correlated components
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multivariate partial cumulative sum process
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extremal behaviour of a linear combination of standardized Brownian bridges
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