JRSSB
Oct 03, 2025
Spectral change point estimation for high-dimensional time series by sparse tensor decompositionGet access
Authors
Xinyu ZhangandKung-Sik Chan
Research Topics
High-Dimensional Statistics
Time Series
Paper Information
-
Journal:
Journal of the Royal Statistical Society Series B -
DOI:
10.1093/jrsssb/qkaf064 -
Published:
October 03, 2025 -
Added to Tracker:
Nov 15, 2025
Author Details
Xinyu ZhangandKung-Sik Chan
AuthorResearch Topics & Keywords
High-Dimensional Statistics
Research AreaTime Series
Research AreaCitation Information
APA Format
Xinyu ZhangandKung-Sik Chan
(2025)
.
Spectral change point estimation for high-dimensional time series by sparse tensor decompositionGet access.
Journal of the Royal Statistical Society Series B
, 10.1093/jrsssb/qkaf064.
BibTeX Format
@article{paper610,
title = { Spectral change point estimation for high-dimensional time series by sparse tensor decompositionGet access },
author = {
Xinyu ZhangandKung-Sik Chan
},
journal = { Journal of the Royal Statistical Society Series B },
year = { 2025 },
doi = { 10.1093/jrsssb/qkaf064 },
url = { https://academic.oup.com/jrsssb/advance-article/doi/10.1093/jrsssb/qkaf064/8271847 }
}