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0911.3796
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Break detection in the covariance structure of multivariate time series models
19 November 2009
Alexander Aue
Siegfried Hormann
Lajos Horváth
M. Reimherr
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Papers citing
"Break detection in the covariance structure of multivariate time series models"
2 / 2 papers shown
Title
Minimax rates in variance and covariance changepoint testing
Per August Jarval Moen
27
0
0
13 May 2024
A Global Wavelet Based Bootstrapped Test of Covariance Stationarity
Jonathan B. Hill
Tianqi Li
8
1
0
25 Oct 2022
1