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2405.07757
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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
F. Enikeeva
Olga Klopp
Mathilde Rousselot
23
1
0
29 Apr 2023
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