Break detection in the covariance structure of multivariate time series models
Alexander Aue, Siegfried Hörmann, Lajos Horváth, M. Reimherr
Researcher profile · Semantic Scholar
Alexander Aue, Siegfried Hörmann, Lajos Horváth, M. Reimherr
Sarah J. C. Craig, D. Blankenberg, Alice C. L. Parodi, I. Paul +8 more
Oleksandr Gromenko, P. Kokoszka, M. Reimherr
R. F. Barber, M. Reimherr, Thomas Schill
Wanghuan Chu, Run-Ze Li, M. Reimherr
Alexander Aue, Lajos Horváth, M. Reimherr
Aniruddha Rajendra Rao, M. Reimherr
P. Constantinou, P. Kokoszka, M. Reimherr
Lajos Horváth, P. Kokoszka, M. Reimherr
F. Reimherr, M. Roesler, Barrie K. Marchant, T. Gift +3 more
Jesse R. Lasky, B. Forester, M. Reimherr
Jordan Awan, Ana M. Kenney, M. Reimherr, A. Slavkovic
Aniruddha Rajendra Rao, M. Reimherr
M. Reimherr, K. Bharath, Carlos J. Soto
Alice C. L. Parodi, M. Reimherr
M. Cremona, Hong-yao Xu, K. Makova, M. Reimherr +2 more
M. Reimherr, Bharath K. Sriperumbudur, Bahaeddine Taoufik
Ardalan Mirshani, M. Reimherr, Aleksandra B. Slavkovic
T. Gift, M. Reimherr, Barrie K. Marchant, Tammy A. Steans +1 more
P. Kokoszka, Hong Miao, M. Reimherr, Bahaeddine Taoufik
M. Reimherr, Xiao-Li Meng, D. Nicolae
M. Reimherr, Xiao-Li Meng, D. Nicolae
Aniruddha Rajendra Rao, M. Reimherr
Debmalya Nandy, Sarah J. C. Craig, Jingwei Cai, Yuan Tian +8 more
Carlos Soto, K. Bharath, M. Reimherr, Aleksandra B. Slavkovic
Jeremy Seeman, M. Reimherr, Aleksandra B. Slavkovic
J. Dziak, D. Coffman, M. Reimherr, Justin Petrovich +3 more
Jeremy Seeman, A. Slavkovic, M. Reimherr
Justin Petrovich, M. Reimherr, C. Daymont
Lorenzo Testa, Tobia Boschi, F. Chiaromonte, Edward H. Kennedy +1 more
Tobia Boschi, Lorenzo Testa, Francesca Chiaromonte, M. Reimherr
Sarah J. C. Craig, Ana M. Kenney, Junli Lin, I. Paul +6 more
Wanghuan Chu, Run-Ze Li, Jingyuan Liu, M. Reimherr