"Multiple break detection in the correlation structure of random variables."

Pedro Galeano, Dominik Wied (2014)

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DOI: 10.1016/J.CSDA.2013.02.031

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type: Journal Article

metadata version: 2022-10-02

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Pedro Galeano, Dominik Wied:
Multiple break detection in the correlation structure of random variables. Comput. Stat. Data Anal. 76: 262-282 (2014)

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