Detection of Multiple Structural Breaks in Multivariate Time Series

Journal of the American Statistical Association

Volumn 110, Issue 510, 2015, Pages 654-668

  Preuss, Philip ^a   Puchstein, Ruprecht ^a   Dette, Holger ^a  

^a RUHR UNIVERSITY BOCHUM   (Germany)

Author keywords

CUSUM test; Empirical process; Nonparametric spectral estimates

Indexed keywords

EID: 84936792223     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.2014.920613     Document Type: Article

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