Collective Anomaly Detection in High-Dimensional Var Models
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Published:2024
Issue:
Volume:
Page:
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ISSN:1017-0405
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Container-title:Statistica Sinica
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language:
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Short-container-title:STAT SINICA
Author:
Maeng Hyeyoung,Eckley Idris A.,Fearnhead Paul
Publisher
Statistica Sinica (Institute of Statistical Science)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability