Erik Scharwächter, Emmanuel Müller. Two-Sample Testing for Event Impacts in Time Series. In Carlotta Demeniconi, Nitesh V. Chawla, editors, Proceedings of the 2020 SIAM International Conference on Data Mining, SDM 2020, Cincinnati, Ohio, USA, May 7-9, 2020 [the conference was canceled because of the coronavirus pandemic, the reviewed papers are published in this volume]. pages 10-18, SIAM, 2020. [doi]
Abstract is missing.