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Group orthogonal greedy algorithm for change-point estimation of multivariate time series
Li, Yuanbo, Chan, Ngai Hang, Yau, Chun Yip, Zhang, RongmaoJournal:
Journal of Statistical Planning and Inference
DOI:
10.1016/j.jspi.2020.08.002
Date:
October, 2020
File:
PDF, 3.71 MB
2020