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
Citácia podle Chicago (17th ed.)Cho, Haeran, a 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.
Citácia podľa MLA (8th ed.)Cho, Haeran, a 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.