VARDetect

MaRDI QIDQ54352swMATHCRANFDO

Authors Yue Bai, Peiliang Bai, Abolfazl Safikhani, George Michailidis

Last update 10 May 2022

Copyright license GNU General Public License, version 2.0

Software version identifier 0.1.6

Official website https://cran.r-project.org/web/packages/VARDetect/index.html

Source code repository https://github.com/cran/VARDetect

Cites work

• Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models
• Multiple Change Points Detection in Low Rank and Sparse High Dimensional Vector Autoregressive Models

Cited in

(2)

• FreSpeD
• fpop

This page was built for software: VARDetect