FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2996380068> ?p ?o ?g. }

• W2996380068 abstract "This paper studies methods for testing and estimating change-points in the covariance structure of a high-dimensional linear time series. The assumed framework allows for a large class of multivariate linear processes (including vector autoregressive moving average (VARMA) models) of growing dimension and spiked covariance models. The approach uses bilinear forms of the centered or non-centered sample variance-covariance matrix. Change-point testing and estimation are based on maximally selected weighted cumulated sum (CUSUM) statistics. Large sample approximations under a change-point regime are provided including a multivariate CUSUM transform of increasing dimension. For the unknown asymptotic variance and covariance parameters associated to (pairs of) CUSUM statistics we propose consistent estimators. Based on weak laws of large numbers for their sequential versions, we also consider stopped sample estimation where observations until the estimated change-point are used. Finite sample properties of the procedures are investigated by simulations and their application is illustrated by analyzing a real data set from environmetrics." @default.
• W2996380068 created "2019-12-26" @default.
• W2996380068 creator A5004201156 @default.
• W2996380068 date "2019-12-10" @default.
• W2996380068 modified "2023-09-27" @default.
• W2996380068 title "Testing and Estimating Change-Points in the Covariance Matrix of a High-Dimensional Time Series" @default.
• W2996380068 cites W1653403902 @default.
• W2996380068 cites W1945899805 @default.
• W2996380068 cites W1970377488 @default.
• W2996380068 cites W1975207035 @default.
• W2996380068 cites W1994938797 @default.
• W2996380068 cites W2000310113 @default.
• W2996380068 cites W2024028505 @default.
• W2996380068 cites W2024083363 @default.
• W2996380068 cites W2051623559 @default.
• W2996380068 cites W2062125287 @default.
• W2996380068 cites W2073546391 @default.
• W2996380068 cites W2083058817 @default.
• W2996380068 cites W2088911135 @default.
• W2996380068 cites W2094754409 @default.
• W2996380068 cites W2097714737 @default.
• W2996380068 cites W2101275186 @default.
• W2996380068 cites W2105630053 @default.
• W2996380068 cites W2113575907 @default.
• W2996380068 cites W2113600901 @default.
• W2996380068 cites W2144027186 @default.
• W2996380068 cites W2144738674 @default.
• W2996380068 cites W2167737547 @default.
• W2996380068 cites W2235253227 @default.
• W2996380068 cites W2576212509 @default.
• W2996380068 cites W2601695767 @default.
• W2996380068 cites W2626872000 @default.
• W2996380068 cites W2766346531 @default.
• W2996380068 cites W2795757876 @default.
• W2996380068 cites W2962736036 @default.
• W2996380068 cites W2979473749 @default.
• W2996380068 cites W3098547022 @default.
• W2996380068 cites W3121527236 @default.
• W2996380068 cites W418289706 @default.
• W2996380068 cites W93530381 @default.
• W2996380068 hasPublicationYear "2019" @default.
• W2996380068 type Work @default.
• W2996380068 sameAs 2996380068 @default.
• W2996380068 citedByCount "0" @default.
• W2996380068 crossrefType "posted-content" @default.
• W2996380068 hasAuthorship W2996380068A5004201156 @default.
• W2996380068 hasConcept C105795698 @default.
• W2996380068 hasConcept C114614502 @default.
• W2996380068 hasConcept C137250428 @default.
• W2996380068 hasConcept C143724316 @default.
• W2996380068 hasConcept C151730666 @default.
• W2996380068 hasConcept C159877910 @default.
• W2996380068 hasConcept C176917957 @default.
• W2996380068 hasConcept C178518018 @default.
• W2996380068 hasConcept C178650346 @default.
• W2996380068 hasConcept C180877172 @default.
• W2996380068 hasConcept C185142706 @default.
• W2996380068 hasConcept C185429906 @default.
• W2996380068 hasConcept C28826006 @default.
• W2996380068 hasConcept C33676613 @default.
• W2996380068 hasConcept C33923547 @default.
• W2996380068 hasConcept C86803240 @default.
• W2996380068 hasConceptScore W2996380068C105795698 @default.
• W2996380068 hasConceptScore W2996380068C114614502 @default.
• W2996380068 hasConceptScore W2996380068C137250428 @default.
• W2996380068 hasConceptScore W2996380068C143724316 @default.
• W2996380068 hasConceptScore W2996380068C151730666 @default.
• W2996380068 hasConceptScore W2996380068C159877910 @default.
• W2996380068 hasConceptScore W2996380068C176917957 @default.
• W2996380068 hasConceptScore W2996380068C178518018 @default.
• W2996380068 hasConceptScore W2996380068C178650346 @default.
• W2996380068 hasConceptScore W2996380068C180877172 @default.
• W2996380068 hasConceptScore W2996380068C185142706 @default.
• W2996380068 hasConceptScore W2996380068C185429906 @default.
• W2996380068 hasConceptScore W2996380068C28826006 @default.
• W2996380068 hasConceptScore W2996380068C33676613 @default.
• W2996380068 hasConceptScore W2996380068C33923547 @default.
• W2996380068 hasConceptScore W2996380068C86803240 @default.
• W2996380068 hasLocation W29963800681 @default.
• W2996380068 hasOpenAccess W2996380068 @default.
• W2996380068 hasPrimaryLocation W29963800681 @default.
• W2996380068 hasRelatedWork W1510630362 @default.
• W2996380068 hasRelatedWork W2006345540 @default.
• W2996380068 hasRelatedWork W2015713692 @default.
• W2996380068 hasRelatedWork W2076568177 @default.
• W2996380068 hasRelatedWork W2080012550 @default.
• W2996380068 hasRelatedWork W2130160853 @default.
• W2996380068 hasRelatedWork W2145490891 @default.
• W2996380068 hasRelatedWork W2146834088 @default.
• W2996380068 hasRelatedWork W2275884884 @default.
• W2996380068 hasRelatedWork W2289021384 @default.
• W2996380068 hasRelatedWork W2575139112 @default.
• W2996380068 hasRelatedWork W2791496372 @default.
• W2996380068 hasRelatedWork W2962891288 @default.
• W2996380068 hasRelatedWork W2999233900 @default.
• W2996380068 hasRelatedWork W3043555475 @default.
• W2996380068 hasRelatedWork W3048436498 @default.
• W2996380068 hasRelatedWork W3142777594 @default.
• W2996380068 hasRelatedWork W3149083633 @default.
• W2996380068 hasRelatedWork W8867823 @default.

• next