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"Fast and Scalable Algorithm for Detection of Structural Breaks in Big VAR ..."

Abolfazl Safikhani, Yue Bai, George Michailidis (2022)

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DOI: 10.1080/10618600.2021.1950005

access: closed

type: Journal Article

metadata version: 2022-05-06

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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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