Multiple Change Point Detection in Reduced Rank High Dimensional Vector Autoregressive Models (Q6185574)
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scientific article; zbMATH DE number 7784945
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple Change Point Detection in Reduced Rank High Dimensional Vector Autoregressive Models |
scientific article; zbMATH DE number 7784945 |
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Multiple Change Point Detection in Reduced Rank High Dimensional Vector Autoregressive Models (English)
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8 January 2024
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algorithms
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consistency
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time series data and their applications
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