Moving Sum Data Segmentation for Stochastic Processes Based on Invariance
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Publication:6086169
DOI10.5705/ss.202021.0048arXiv2101.04651WikidataQ108863886 ScholiaQ108863886MaRDI QIDQ6086169
Publication date: 9 November 2023
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.04651
invariance principlechange point analysismultivariate processesdata segmentationmoving sum statisticsregime-switching processes
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