A Multivariate Change-Point Model for Change in Mean Vector and / Or Covariance Structure
Zamba, K D Hawkins, Douglas M.
A Multivariate Change-Point Model for Change in Mean Vector and / Or Covariance Structure - 285-303 p.
Change Point
likelihood Ratio
Short Run
A Multivariate Change-Point Model for Change in Mean Vector and / Or Covariance Structure - 285-303 p.
Change Point
likelihood Ratio
Short Run