get_teststats.nbd {L2hdchange}

Obtain the test statistics

Description

Obtain the test statistics

Usage

## S3 method for class 'nbd'
get_teststats(hdobj)

Arguments

hdobj

An S3 object of class 'no_nbd' or 'nbd' generated by ts_hdchange().

Value

A list containing the test statistics \mathcal{\boldsymbol{Q}}_{n} and a sequence of standardised |V_{i}|_{2}^{2}.

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.