Change Point Detection with Multivariate Observations Based on Characteristic Functions
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Publication:4609022
DOI10.1007/978-3-319-50986-0_14OpenAlexW2766633114MaRDI QIDQ4609022
Zdeněk Hlávka, Marie Hušková, Simos G. Meintanis
Publication date: 29 March 2018
Published in: From Statistics to Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-50986-0_14
Applications of statistics to actuarial sciences and financial mathematics (62P05) Hypothesis testing in multivariate analysis (62H15) Non-Markovian processes: hypothesis testing (62M07)
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ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH, Change-point methods for multivariate time-series: paired vectorial observations
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