Detecting changes in the second moment structure of high-dimensional sensor-type data in a K-sample setting

Mause, Nils; Steland, Ansgar (Corresponding author)

London : Taylor and Francis (2020, 2021)
Journal Article

In: Sequential analysis
Volume: 39
Issue: 3
Page(s)/Article-Nr.: 336-366

Institutions

• Department of Mathematics [110000]
• Chair of Stochastics [116110]