Change-point problems for multivariate time series using pseudo-observations
type: Item
instance of: scholarly article
title: Change-point problems for multivariate time series using pseudo-observations
zbMATH Open document ID: 1480.62087
author: Bouchra R. Nasri
author: Bruno Rémillard
author: Tarik Bahraoui
published in: Journal of Multivariate Analysis
publication date: 2021-12-07T00:00:00Z
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 7439802
zbMATH Keywords: change-point
zbMATH Keywords: multipliers
zbMATH Keywords: bootstrap
zbMATH Keywords: sequential empirical process
zbMATH Keywords: pseudo-observations
zbMATH Keywords: generalized error models
zbMATH Keywords: copula
describes a project that uses: TwoCop
describes a project that uses: npcp
describes a project that uses: R
MaRDI profile type: Publication
full work available at URL: j.jmva.2021.104857
OpenAlex ID: W3211311361
Wikidata QID: Q115162991
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DOI: 10.1016/J.JMVA.2021.104857
description: scientific article; zbMATH DE number 7439802