Multiple Change Point Detection in Reduced Rank High Dimensional Vector Autoregressive Models
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Publication:6185574
DOI10.1080/01621459.2022.2079514arXiv2109.14783OpenAlexW3203532897MaRDI QIDQ6185574
George Michailidis, Abolfazl Safikhani, Peiliang Bai
Publication date: 8 January 2024
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2109.14783
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