Safikhani, Abolfazl; Bai, Yue; Michailidis, George Fast and scalable algorithm for detection of structural breaks in big VAR models. (English) Zbl 07546468 J. Comput. Graph. Stat. 31, No. 1, 176-189 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Safikhani} et al., J. Comput. Graph. Stat. 31, No. 1, 176--189 (2022; Zbl 07546468) Full Text: DOI
Korkas, Karolos K. Ensemble binary segmentation for irregularly spaced data with change-points. (English) Zbl 1485.62121 J. Korean Stat. Soc. 51, No. 1, 65-86 (2022). MSC: 62M10 PDFBibTeX XMLCite \textit{K. K. Korkas}, J. Korean Stat. Soc. 51, No. 1, 65--86 (2022; Zbl 1485.62121) Full Text: DOI arXiv