Detecting non-simultaneous changes in means of vectors

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21110%2F15%3A00234699" target="_blank" >RIV/68407700:21110/15:00234699 - isvavai.cz</a>

Result on the web

<a href="http://dx.doi.org/10.1007/s11749-015-0429-3" target="_blank" >http://dx.doi.org/10.1007/s11749-015-0429-3</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1007/s11749-015-0429-3" target="_blank" >10.1007/s11749-015-0429-3</a>

Result language

angličtina

Original language name

Detecting non-simultaneous changes in means of vectors

Original language description

Likelihood ratio type test statistics are suggested for detecting changes in means of coordinates of observed random vectors. It is supposed that changes in different coordinates need not to occur at the same time. Under the assumption of no change, asymptotic distributions of the proposed test statistics are given by distributions of maxima of random fields.

Czech name

—

Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

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Project

<a href="/en/project/GA15-09663S" target="_blank" >GA15-09663S: Modeling dynamic financial processes with structural breaks</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2015

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Test

ISSN

1133-0686

e-ISSN

—

Volume of the periodical

24

Issue of the periodical within the volume

4

Country of publishing house

ES - SPAIN

Number of pages

20

Pages from-to

681-700

UT code for WoS article

000363270400002

EID of the result in the Scopus database

2-s2.0-84923025661