APA (7th ed.) Citation

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 Style (17th ed.) Citation

Cho, Haeran, and 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 (9th ed.) Citation

Cho, Haeran, and 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.