mosum : A Package for Moving Sums in Change-Point Analysis (2021)

First Author: Meier A
Attributed to:  Change-point detection for high-dimensional time series with nonstationarities funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.18637/jss.v097.i08

Publication URI: http://dx.doi.org/10.18637/jss.v097.i08

Type: Journal Article/Review

Parent Publication: Journal of Statistical Software

Issue: 8