Work

A general procedure for change-point detection in multivariate time series

Year: 2022

Type: article

Source: Test

DOI: 10.1007/s11749-022-00824-z

Authors: Mamadou Lamine Diop, William Kengne

Institutions: Théorie Économique, Modélisation et Applications, CY Cergy Paris Université

Language: English

Topic: Advanced Statistical Process Monitoring

Subfield: Statistics, Probability and Uncertainty

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

Funder: Agence Nationale de la Recherche

Awards: G1185957321, G3298023418, G4174530353, Break Risk, G5420063140, G6149579786, PSI, G6803667113

OpenAlex ID: W3159549245

FWCI: 0.237

Cites: 41

Cited by: 3

Related to: 10