Optimal covariance change point localization in high dimensions (2021)
Attributed to:
DMS-EPSRC: Change Point Detection and Localization in High-Dimensions: Theory and Methods
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.3150/20-bej1249
Publication URI: http://dx.doi.org/10.3150/20-bej1249
Type: Journal Article/Review
Parent Publication: Bernoulli
Issue: 1