Optimal Change-point Testing for High-dimensional Linear Models with Temporal Dependence

8 May 2022

Papers citing "Optimal Change-point Testing for High-dimensional Linear Models with Temporal Dependence"

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Title
Break detection in the covariance structure of multivariate time series models Alexander Aue Siegfried Hormann Lajos Horváth M. Reimherr 135 362 0 19 Nov 2009