Inference of Breakpoints in High-dimensional Time Series
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Publication:6110713
DOI10.1080/01621459.2021.1893178zbMath1515.62040OpenAlexW3152913909MaRDI QIDQ6110713
Likai Chen, Weining Wang, Wei-Biao Wu
Publication date: 6 July 2023
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://eprints.whiterose.ac.uk/171296/1/SSRN_id3378221.pdf
multiple change-point detectionGaussian approximationinference of break locationstemporal and cross-sectional dependence
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