This dataset provides historical stock market performance data for specific companies. It enables users to analyze and understand the past trends and fluctuations in stock prices over time. This infor
We propose a general framework to construct self-normalized multiple-change-point tests with time series data. The only building block is a user-specified single-change-detecting statistic, which cove
Time irreversibility of a time series, which can be defined as the variance of properties under the time-reversal transformation, is a cardinal property of non-equilibrium systems and is associated wi
