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"Multiple Change Points Detection in Low Rank and Sparse High Dimensional ..."

Peiliang Bai, Abolfazl Safikhani, George Michailidis (2020)

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DOI: 10.1109/TSP.2020.2993145

access: closed

type: Journal Article

metadata version: 2020-08-06

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Peiliang Bai, Abolfazl Safikhani, George Michailidis:
Multiple Change Points Detection in Low Rank and Sparse High Dimensional Vector Autoregressive Models. IEEE Trans. Signal Process. 68: 3074-3089 (2020)

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