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For multiple change-points detection of high-dimensional time series, we provide asymptotic theory concerning the consistency and the asymptotic distribution of the breakpoint statistics and estima... Click to show full abstract
For multiple change-points detection of high-dimensional time series, we provide asymptotic theory concerning the consistency and the asymptotic distribution of the breakpoint statistics and estima...
Keywords:
inference breakpoints;
high dimensional;
dimensional time;
time series
Journal Title: Journal of the American Statistical Association
Year Published: 2021
Link to full text (if available)
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Journal Title: Journal of the American Statistical Association
Year Published: 2021
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!