default search action

combined dblp search
author search
venue search
publication search

ask others

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

Abolfazl Safikhani, Yue Bai, George Michailidis (2022)

> Home

Details and statistics

DOI: 10.1080/10618600.2021.1950005

access: closed

type: Journal Article

metadata version: 2022-05-06

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/jcgs/SafikhaniBM22
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jcgs/SafikhaniBM22
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)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.