A list containing the test statistics \(\mathcal{\boldsymbol{Q}}_{n}\)
and a sequence of standardised \(|V_{i}|_{2}^{2}\).
Arguments
hdobj
An S3 object of class 'no_nbd' or 'nbd' generated
by ts_hdchange().
References
Li, J., Chen, L., Wang, W. and Wu, W.B., 2022. \(\ell^2\) Inference for Change Points in High-Dimensional Time Series via a Two-Way MOSUM.
arXiv preprint arXiv:2208.13074.