\(\ell^2\) inference for change points in high-dimensional time series via a two-way MOSUM (Q6550966)
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scientific article; zbMATH DE number 7860626
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(\ell^2\) inference for change points in high-dimensional time series via a two-way MOSUM |
scientific article; zbMATH DE number 7860626 |
Statements
\(\ell^2\) inference for change points in high-dimensional time series via a two-way MOSUM (English)
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5 June 2024
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Gaussian approximation
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\(\ell^2\) inference
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multiple change-point detection
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nonlinear time series
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temporal and spatial dependence
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two-way MOSUM
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