Simultaneous multiple change-point and factor analysis for high-dimensional time series (2016)

First Author: Barigozzi M

Attributed to: Change-point detection for high-dimensional time series with nonstationarities funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1612.06928

Publication URI: https://arxiv.org/abs/1612.06928

Type: Other