Change point detection for nonparametric regression under strongly mixing process
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s00362-020-01196-y.pdf
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4. Barigozzi M, Cho H, Fryzlewicz P (2018) Simultaneous multiple change-point and factor analysis for high-dimensional time series. J Econom 206(1):187–225
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