Multiple Change Points Detection in Low Rank and Sparse High Dimensional Vector Autoregressive Models
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Publication:109162
DOI10.1109/TSP.2020.2993145MaRDI QIDQ109162
Peiliang Bai, Abolfazl Safikhani, George Michailidis
Publication date: 2020
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
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