Monitoring procedures for strict stationarity based on the multivariate characteristic function
type: Item
instance of: scholarly article
title: Monitoring procedures for strict stationarity based on the multivariate characteristic function
author: Sangyeol Lee
author: Simos G. Meintanis
author: Charl Pretorius
published in: Journal of Multivariate Analysis
publication date: 2022-03-01T00:00:00Z
Mathematics Subject Classification ID: 62Hxx
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62H15
zbMATH DE Number: 7482260
zbMATH Keywords: block bootstrap
zbMATH Keywords: change-point
zbMATH Keywords: empirical characteristic function
zbMATH Keywords: strict stationarity
describes a project that uses: fda (R)
describes a project that uses: CAViaR
MaRDI profile type: Publication
full work available at URL: j.jmva.2021.104892
OpenAlex ID: W3209246290
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Monitoring procedures for strict stationarity based on the multivariate characteristic function (DOI)
DOI: 10.1016/J.JMVA.2021.104892

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