Change-point methods for multivariate time-series: paired vectorial observations
Zdeněk Hlávka, Marie Hušková, Simos G. Meintanis
Topics & Concepts
Series (stratigraphy)ResamplingMultivariate statisticsAutoregressive modelMonte Carlo methodTime seriesRange (aeronautics)EconometricsMathematicsAutoregressive conditional heteroskedasticityComputer scienceStatisticsAlgorithmBiologyComposite materialPaleontologyVolatility (finance)Materials scienceStatistical Methods and InferenceFinancial Risk and Volatility ModelingSpatial and Panel Data Analysis