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"Fast and Scalable Algorithm for Detection of Structural Breaks in Big VAR ..."
Abolfazl Safikhani, Yue Bai, George Michailidis (2022)
- Abolfazl Safikhani, Yue Bai, George Michailidis:
Fast and Scalable Algorithm for Detection of Structural Breaks in Big VAR Models. J. Comput. Graph. Stat. 31(1): 176-189 (2022)
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