Change-point detection in panel data via double CUSUM statistic

^*Corresponding author for this work

Research output: Contribution to journal › Article (Academic Journal) › peer-review

83 Citations (Scopus)

702 Downloads (Pure)

83 Citations
1 Software

1 results

Filter

2018

hdbinseg: Change-Point Analysis of High-Dimensional Time Series via Binary Segmentation
Cho, H. & Fryzlewicz, P., 29 May 2018
Research output: Non-textual form › Software