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Change point detection in low-rank VAR processes

Change point detection in low-rank VAR processes

29 April 2023
F. Enikeeva
Olga Klopp
Mathilde Rousselot
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Papers citing "Change point detection in low-rank VAR processes"

1 / 1 papers shown
Title
Break detection in the covariance structure of multivariate time series
  models
Break detection in the covariance structure of multivariate time series models
Alexander Aue
Siegfried Hormann
Lajos Horváth
M. Reimherr
129
362
0
19 Nov 2009
1