Detecting change-points in multidimensional stochastic processes

Jan G. De Gooijer. Detecting change-points in multidimensional stochastic processes. Computational Statistics & Data Analysis, 51(3):1892-1903, 2006. [doi]

@article{Gooijer06,
  title = {Detecting change-points in multidimensional stochastic processes},
  author = {Jan G. De Gooijer},
  year = {2006},
  doi = {10.1016/j.csda.2005.12.004},
  url = {http://dx.doi.org/10.1016/j.csda.2005.12.004},
  researchr = {https://researchr.org/publication/Gooijer06},
  cites = {0},
  citedby = {0},
  journal = {Computational Statistics & Data Analysis},
  volume = {51},
  number = {3},
  pages = {1892-1903},
}