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2305.00311
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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"
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Title
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