Cho, H., & Fryzlewicz, P. (2015). Multiple‐change‐point detection for high dimensional time series via sparsified binary segmentation. Journal of the Royal Statistical Society. Series B, Statistical methodology, 77(2), 475-507. https://doi.org/10.1111/rssb.12079
Chicago-Zitierstil (17. Ausg.)Cho, Haeran, und Piotr Fryzlewicz. "Multiple‐change‐point Detection for High Dimensional Time Series via Sparsified Binary Segmentation." Journal of the Royal Statistical Society. Series B, Statistical Methodology 77, no. 2 (2015): 475-507. https://doi.org/10.1111/rssb.12079.
MLA-Zitierstil (9. Ausg.)Cho, Haeran, und Piotr Fryzlewicz. "Multiple‐change‐point Detection for High Dimensional Time Series via Sparsified Binary Segmentation." Journal of the Royal Statistical Society. Series B, Statistical Methodology, vol. 77, no. 2, 2015, pp. 475-507, https://doi.org/10.1111/rssb.12079.