Dating the break in high-dimensional data

DOI10.3150/22-bej1567MaRDI QIDQ6635718

Xiao-Feng Shao, Runmin Wang

Publication date: 12 November 2024

Published in: Bernoulli (Search for Journal in Brave)

zbMATH Keywords

structural breakU-statistichigh dimensionchange point detection

Mathematics Subject Classification ID

Parametric inference (62Fxx) Inference from stochastic processes (62Mxx) Multivariate analysis (62Hxx)

Cites Work

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Related Items (2)

\(\ell^2\) inference for change points in high-dimensional time series via a two-way MOSUM ⋮ Change-point inference in high-dimensional regression models under temporal dependence

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