Multiple Change Points Detection in Low Rank and Sparse High Dimensional Vector Autoregressive Models
Author:
Funder
NSF
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Subject
Electrical and Electronic Engineering,Signal Processing
Link
https://ieeexplore.ieee.org/ielam/78/8933520/9091033-aam.pdf
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2. Synchronous Development Strategy of China’s New Four Modernizations: An Analysis Based on Interactive Mode;IEEE Access;2023
3. Spectral Dependence;Econometrics and Statistics;2022-11
4. Multiple Change Point Detection in Reduced Rank High Dimensional Vector Autoregressive Models;Journal of the American Statistical Association;2022-06-06
5. Granger Causality: A Review and Recent Advances;Annual Review of Statistics and Its Application;2021-11-17
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