Nonparametric change point detection for periodic time series

DOI10.1002/CJS.11545zbMath1492.62135OpenAlexW3011808279MaRDI QIDQ5094345

Reza Modarres, Lingzhe Guo

Publication date: 2 August 2022

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.11545

zbMATH Keywords

partitionclusteringhomogeneitymatrix distribution

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to environmental and related topics (62P12) Hypothesis testing in multivariate analysis (62H15)

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