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Change Point Detection with Multivariate Observations Based on Characteristic Functions · Study

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ChapterChange Point Detection with Multivariate Observations Based on Characteristic Functions

Zdeněk Hlávka2017

Chapter2017

Change Point Detection with Multivariate Observations Based on Characteristic Functions

Zdeněk Hlávka · Marie Hušková · Simos G. Meintanis

7 citations·0/0 files stored·Springer eBooks

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Advanced Statistical Process Monitoring Financial Risk and Volatility Modeling Statistical Methods and Inference

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References

1965The Behavior of Stock-Market Prices 1963The Variation of Certain Speculative Prices 1997The variation of certain speculative prices 2006Analysis of Financial Time Series 2010Analysis of Financial Time Series 2013A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data 1998Testing For and Dating Common Breaks in Multivariate Time Series 2009Structural vector autoregressions with Markov switching

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2025Change Point Analysis for Functional Data Using Empirical Characteristic Functionals

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Year2017

Typechapter

Published2017-01-01

VenueSpringer eBooks

Languageen

Citations7

Files0 public / 0

ShelfAdvanced Statistical Process Monitoring

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doi10.1007/978-3-319-50986-0_14

openalex_workW2766633114

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