Moving Sum Data Segmentation for Stochastic Processes Based on Invariance

DOI10.5705/ss.202021.0048arXiv2101.04651WikidataQ108863886 ScholiaQ108863886MaRDI QIDQ6086169

Claudia Kirch, Unnamed Author

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

zbMATH Keywords

invariance principlechange point analysismultivariate processesdata segmentationmoving sum statisticsregime-switching processes

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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