Change-point analysis in increasing dimension

Johannes Moritz Jirak

doi:10.1016/j.jmva.2012.05.007

Change-point analysis in increasing dimension

Johannes Moritz Jirak

Institute of Statistics (5060)

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	136-159
Journal	Journal of Multivariate Analysis
Volume	111
DOIs	https://doi.org/10.1016/j.jmva.2012.05.007
Publication status	Published - 2012

Fields of Expertise

Information, Communication & Computing

Treatment code (Nähere Zuordnung)

Basic - Fundamental (Grundlagenforschung)

Access to Document

10.1016/j.jmva.2012.05.007

Jirak_Change-point_JMultAnal_111_2012.pdfFinal published version, 368 KB

Cite this

@article{7cee383e2b264954b92e79d053b6a511,

title = "Change-point analysis in increasing dimension",

author = "Jirak, {Johannes Moritz}",

year = "2012",

doi = "10.1016/j.jmva.2012.05.007",

language = "English",

volume = "111",

pages = "136--159",

journal = "Journal of Multivariate Analysis",

issn = "1095-7243",

publisher = "Elsevier B.V.",

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TY - JOUR

T1 - Change-point analysis in increasing dimension

AU - Jirak, Johannes Moritz

PY - 2012

Y1 - 2012

UR - http://www.sciencedirect.com/science/journal/0047259X

UR - http://www.sciencedirect.com/science/article/pii/S0047259X11000364

U2 - 10.1016/j.jmva.2012.05.007

DO - 10.1016/j.jmva.2012.05.007

M3 - Article

SN - 1095-7243

VL - 111

SP - 136

EP - 159

JO - Journal of Multivariate Analysis

JF - Journal of Multivariate Analysis

ER -

Change-point analysis in increasing dimension

Fields of Expertise

Treatment code (Nähere Zuordnung)

Access to Document

Other files and links

Asymptotic and Statistical Analysis of Time Series in Economy and Finance

Cite this

Change-point analysis in increasing dimension

Fields of Expertise

Treatment code (Nähere Zuordnung)

Access to Document

Other files and links

Projects

Asymptotic and Statistical Analysis of Time Series in Economy and Finance

Cite this