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Please use this identifier to cite or link to this item: https://research.matf.bg.ac.rs/handle/123456789/1867
DC FieldValueLanguage
dc.contributor.authorLukić, Žikicaen_US
dc.contributor.authorMilošević, Bojanaen_US
dc.date.accessioned2025-04-02T07:00:19Z-
dc.date.available2025-04-02T07:00:19Z-
dc.date.issued2023-
dc.identifier.urihttps://research.matf.bg.ac.rs/handle/123456789/1867-
dc.description.abstractIn this study, we introduce novel tests for detecting change-points in the distribution of a sequence of independent observations of various types, including matrix-valued random variables. We present the limiting properties of these tests and demonstrate their quality through an extensive simulation study. To illustrate their application, we employ these tests for change-point detection in cryptomarkets.en_US
dc.language.isoenen_US
dc.subjectHankel transformen_US
dc.subjectTwo-sample testsen_US
dc.subjectMatrix distributionsen_US
dc.subjectStability of cryptomarketsen_US
dc.titleChange point analysis – the empirical Hankel transform approachen_US
dc.typeConference Objecten_US
dc.relation.conferenceWorkshop on Goodnees-of-Fit, and Change-Point Problems(6 ; 2023 ; Skukuza)en_US
dc.relation.publication6th Workshop on Goodness-of-Fit, Change-Point and Related Topicsen_US
dc.identifier.urlhttps://natural-sciences.nwu.ac.za/sites/natural-sciences.nwu.ac.za/files/files/PAA/GOFCP2023_Programme_and_Abstracts.pdf-
dc.contributor.affiliationProbability and Mathematical Statisticsen_US
dc.contributor.affiliationProbability and Mathematical Statisticsen_US
dc.description.rankM32en_US
dc.relation.firstpage24en_US
dc.relation.lastpage24en_US
item.languageiso639-1en-
item.grantfulltextnone-
item.fulltextNo Fulltext-
item.openairetypeConference Object-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.cerifentitytypePublications-
crisitem.author.deptProbability and Mathematical Statistics-
crisitem.author.deptProbability and Mathematical Statistics-
crisitem.author.orcid0000-0002-1964-7539-
crisitem.author.orcid0000-0001-8243-9794-
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