"Testing and estimating change-points in the covariance matrix of a ..."

Ansgar Steland (2020)

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DOI: 10.1016/J.JMVA.2019.104582

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type: Journal Article

metadata version: 2020-12-29

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Ansgar Steland:
Testing and estimating change-points in the covariance matrix of a high-dimensional time series. J. Multivar. Anal. 177: 104582 (2020)

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