Detecting changes in the second moment structure of high-dimensional sensor-type data in a <i>K</i>-sample setting (Q4965652)
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scientific article; zbMATH DE number 7318777
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting changes in the second moment structure of high-dimensional sensor-type data in a <i>K</i>-sample setting |
scientific article; zbMATH DE number 7318777 |
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Detecting changes in the second moment structure of high-dimensional sensor-type data in a <i>K</i>-sample setting (English)
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9 March 2021
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Brownian motion
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change points
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data science
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linear process
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multivariate analysis
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sensor monitoring
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strong approximation
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time series
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