Multiple‐change‐point detection for high dimensional time series via sparsified binary segmentation

E-ISSN： 1467-9868|77|2|475-507

ISSN： 1369-7412

Source： JOURNAL OF THE ROYAL STATISTICAL SOCIETY: SERIES B (STATISTICAL METHODOLOGY), Vol.77, Iss.2, 2015-03, pp. : 475-507

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