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Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models - MaRDI portal

Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models

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Publication:109161

DOI10.1080/01621459.2020.1770097MaRDI QIDQ109161

Abolfazl Safikhani, Ali Shojaie

Publication date: 7 July 2020

Published in: Journal of the American Statistical Association (Search for Journal in Brave)





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