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Minimax rates in variance and covariance changepoint testing

Minimax rates in variance and covariance changepoint testing

13 May 2024
Per August Jarval Moen
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Papers citing "Minimax rates in variance and covariance changepoint testing"

2 / 2 papers shown
Title
Change point detection in low-rank VAR processes
Change point detection in low-rank VAR processes
F. Enikeeva
Olga Klopp
Mathilde Rousselot
23
1
0
29 Apr 2023
Break detection in the covariance structure of multivariate time series
  models
Break detection in the covariance structure of multivariate time series models
Alexander Aue
Siegfried Hormann
Lajos Horváth
M. Reimherr
129
362
0
19 Nov 2009
1