Nonparametric tests for change-point detection à la Gombay and Horváth.

Mark Holmes Ivan Kojadinovic Jean-François Quessy

Published in: J. Multivar. Anal. (2013)

Keyphrases

change point detection
change point
non stationary
sequential data
outlier detection
singular spectrum analysis
normalized maximum likelihood
high dimensional time series
hidden markov models
feature extraction
data sets
data analysis