A factor model approach for the joint segmentation with between-series correlation

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https://hal.archives-ouvertes.fr/hal-02239373
Contributor : Xavier Collilieux <>
Submitted on : Thursday, August 1, 2019 - 3:26:45 PM
Last modification on : Saturday, August 3, 2019 - 1:24:32 AM

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Xavier Collilieux, Émilie Lebarbier, Stéphane Robin. A factor model approach for the joint segmentation with between-series correlation. Scandinavian Journal of Statistics, Wiley, 2018, ⟨10.1111/sjos.12368⟩. ⟨hal-02239373⟩

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