Bouchra R. Nasri, Bruno N. Rémillard, Tarik Bahraoui. Change-point problems for multivariate time series using pseudo-observations. J. Multivariate Analysis, 187:104857, 2022. [doi]
@article{NasriRB22,
title = {Change-point problems for multivariate time series using pseudo-observations},
author = {Bouchra R. Nasri and Bruno N. Rémillard and Tarik Bahraoui},
year = {2022},
doi = {10.1016/j.jmva.2021.104857},
url = {https://doi.org/10.1016/j.jmva.2021.104857},
researchr = {https://researchr.org/publication/NasriRB22},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {187},
pages = {104857},
}