Detection of Multiple Structural Breaks in Multivariate Time Series (Q5367389)
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scientific article; zbMATH DE number 6790871
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detection of Multiple Structural Breaks in Multivariate Time Series |
scientific article; zbMATH DE number 6790871 |
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Detection of Multiple Structural Breaks in Multivariate Time Series (English)
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13 October 2017
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multivariate time series
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nonparametric procedure
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CUSUM test
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empirical process
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nonparametric spectral estimates
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